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Selected topics on continuous-time controlled Markov chains and Markov games / Tomás Prieto-Rumeau, Onésimo Hernández-Lerma.

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Author/Creator:
Prieto-Rumeau, Tomás.
Language:
English.
Publication date:
2012
Imprint:
London : Imperial College Press ; Singapore ; Hackensack, N.J. : World Scientific [distributor], c2012.
Format:
  • Book
  • xi, 279 p. : ill ; 24 cm.
Bibliography:
Includes bibliographical references (p. 265-274) and index.
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.
Contributor:
Hernández-Lerma, O. (Onésimo)
Series:
ICP advanced texts in mathematics ; v. 5
Imperial College Press advanced texts in mathematics ; v. 5.
Subjects:
ISBN:
9781848168480
1848168489

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