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Selected topics on continuous-time c...
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Hernández-Lerma, O.
Selected topics on continuous-time controlled Markov chains and Markov games /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Selected topics on continuous-time controlled Markov chains and Markov games /Tomás Prieto-Rumeau, Onésimo Hernández-Lerma.
作者:
Prieto-Rumeau, Tomás.
其他作者:
Hernández-Lerma, O.
出版者:
London :Imperial College Press ;c2012.
面頁冊數:
xi, 279 p. ;24 cm.
標題:
Markov processes.
ISBN:
1848168489
Selected topics on continuous-time controlled Markov chains and Markov games /
Prieto-Rumeau, Tomás.
Selected topics on continuous-time controlled Markov chains and Markov games /
Tomás Prieto-Rumeau, Onésimo Hernández-Lerma. - London :Imperial College Press ;c2012. - xi, 279 p. ;24 cm. - ICP advanced texts in mathematics ;v. 5.
Includes bibliographical references (p. 265-274) and index.
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.
ISBN: 1848168489
LCCN: 2012471582
Nat. Bib. No.: GBB204370bnb
Nat. Bib. Agency Control No.: 016010107UkSubjects--Topical Terms:
181910
Markov processes.
LC Class. No.: QA274.7 / .P75 2012
Dewey Class. No.: 519.233
Selected topics on continuous-time controlled Markov chains and Markov games /
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