Selected Topics on Continuous-time Controlled Markov Chains and Markov Games

Selected Topics on Continuous-time Controlled Markov Chains and Markov Games
Author :
Publisher : World Scientific
Total Pages : 292
Release :
ISBN-10 : 9781848168497
ISBN-13 : 1848168497
Rating : 4/5 (497 Downloads)

Book Synopsis Selected Topics on Continuous-time Controlled Markov Chains and Markov Games by : Tomas Prieto-Rumeau

Download or read book Selected Topics on Continuous-time Controlled Markov Chains and Markov Games written by Tomas Prieto-Rumeau and published by World Scientific. This book was released on 2012 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown. This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book.


Selected Topics on Continuous-time Controlled Markov Chains and Markov Games Related Books

Chains of Time
Language: en
Pages: 319
Authors: R. B. Woodstone
Categories: Young Adult Fiction
Type: BOOK - Published: 2020-07-05 - Publisher:

DOWNLOAD EBOOK

Across race and time, a magical battle for freedom... 1859 Mkembro, West Africa "I know what's going to happen," says Amara as she wakes on the morning of her w
Continuous-Time Markov Chains and Applications
Language: en
Pages: 442
Authors: G. George Yin
Categories: Mathematics
Type: BOOK - Published: 2012-11-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing system
Continuous-Time Markov Chains
Language: en
Pages: 367
Authors: William J. Anderson
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology,
Computational Logistics
Language: en
Pages: 597
Authors: Tolga Bektaş
Categories: Computers
Type: BOOK - Published: 2017-10-11 - Publisher: Springer

DOWNLOAD EBOOK

This book constitutes the refereed proceedings of the 8th InternationalConference on Computational Logistics, ICCL 2017, held in Southampton,UK, in October 2017
Introduction to Probability Models
Language: en
Pages: 872
Authors: Sheldon M. Ross
Categories: Mathematics
Type: BOOK - Published: 2023-06-30 - Publisher: Elsevier

DOWNLOAD EBOOK

Approx.852 pages - Winner of a 2024 McGuffey Longevity Award (College) (Texty) from the Textbook and Academic Authors Association - Retains the useful organizat