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Selected topics on continuous-time controlled Markov chains and Markov games /
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| Otros Autores: | |
| Formato: | Libro |
| Lenguaje: | English |
| Publicado: |
London :
Imperial College Press,
c2012.
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| Colección: | Imperial College Press advanced texts in mathematics ;
v. 5. |
| Materias: |
Tabla de Contenidos:
- 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.