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...
Cote: | Libro Electrónico |
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Auteur principal: | |
Format: | Électronique eBook |
Langue: | Inglés |
Publié: |
London : Singapore ; Hackensack, NJ :
Imperial College Press ; Distributed by World Scientific Publishing Co.,
©2012.
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Collection: | Imperial College Press advanced texts in mathematics ;
v. 5. |
Sujets: | |
Accès en ligne: | Texto completo |