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Selected topics on continuous-time controlled Markov chains and Markov games

Author: Tomás Prieto-Rumeau; O Hernández-Lerma
Publisher: London : Imperial College Press [publisher] ; Singapore ; Hackensack, N.J. : World Scientific [distributor], ©2012.
Series: Imperial College Press advanced texts in mathematics, v. 5.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:

Deals with continuous-time controlled Markov chains and Markov games. This book proposes assumptions on the control and game models that are easily verifiable (and verified) in practice. It also  Read more...

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Details

Document Type: Book
All Authors / Contributors: Tomás Prieto-Rumeau; O Hernández-Lerma
ISBN: 9781848168480 1848168489
OCLC Number: 773430651
Description: xi, 279 pages ; 24 cm.
Contents: Controlled Markov chains --
Basic optimality criteria --
Policy iteration and approximation theorems --
Overtaking, bias, and variance optimality --
Sensitive discount optimality --
Blackwell optimality --
Constrained controlled Markov chains --
Applications --
Zero-sum Markov games --
Bias and overtaking equilibria for Markov games.
Series Title: Imperial College Press advanced texts in mathematics, v. 5.
Responsibility: by Tomás Prieto-Rumeau, Onésimo Hernández-Lerma.
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