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Selected topics on continuous-time c...

Hernández-Lerma, O.

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Selected topics on continuous-time controlled Markov chains and Markov games /Tomás Prieto-Rumeau, Onésimo Hernández-Lerma.
Author:	Prieto-Rumeau, Tomás.
other author:	Hernández-Lerma, O.
Published:	London :Imperial College Press ;c2012.
Description:	xi, 279 p. ;24 cm.
Subject:	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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100 1 $a Prieto-Rumeau, Tomás. $3 648225
245 1 0 $a Selected topics on continuous-time controlled Markov chains and Markov games / $c Tomás Prieto-Rumeau, Onésimo Hernández-Lerma.
260 $a London : $b Imperial College Press ; $a Hackensack, N.J. : $b Distributed by World Scientific Pub., $c c2012.
300 $a xi, 279 p. ; $c 24 cm.
490 0 $a ICP advanced texts in mathematics ; $v v. 5
504 $a Includes bibliographical references (p. 265-274) and index.
505 0 $a 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.
650 0 $a Markov processes. $3 181910
700 1 $a Hernández-Lerma, O. $q (Onésimo) $3 735636