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Selected topics on continuous-time controlled Markov chains and Markov games.
This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
London : Singapore ; Hackensack, NJ :
Imperial College Press ; Distributed by World Scientific Publishing Co.,
©2012.
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| Series: | Imperial College Press advanced texts in mathematics ;
v. 5. |
| Subjects: | |
| Online Access: | Texto completo |