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

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

Label
Selected topics on continuous-time controlled Markov chains and Markov games
Title
Selected topics on continuous-time controlled Markov chains and Markov games
Creator
Subject
Language
eng
Summary
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 two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas. An extensive, self-contained, up-to-date analysis of basic o
Member of
Cataloging source
YDXCP
Dewey number
519.233
Index
no index present
LC call number
QA274.7
LC item number
.P75 2012
Literary form
non fiction
Nature of contents
dictionaries
Series statement
ICP advanced texts in mathematics
Series volume
v. 5
Label
Selected topics on continuous-time controlled Markov chains and Markov games
Publication
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface; Contents; 1. Introduction; 1.1 Preliminary examples; 1.1.1 A controlled population system; 1.1.2 A prey-predator game model; 1.2 Overview of the book; 1.3 Contents; 1.4 Notation; 2. Controlled Markov Chains; 2.1 Introduction; 2.2 The control model; 2.3 Existence of controlled Markov chains; 2.4 Exponential ergodicity; 2.5 Proof of Theorem 2.11; 2.6 Conclusions; 3. Basic Optimality Criteria; 3.1 Introduction; 3.2 The finite horizon case; 3.3 The infinite horizon discounted reward; 3.3.1 Definitions; 3.3.2 The discounted reward optimality equation; 3.3.3 The uniformization technique
Control code
ocn794306954
Dimensions
unknown
Extent
1 online resource
Form of item
online
Isbn
9781848168497
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/recordID
.b26849525
Specific material designation
remote
System control number
  • (OCoLC)794306954
  • acaebk1848168489

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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