Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games Onesimo Hernandez Lerma

ISBN: 9781848168480

Published: March 16th 2012

Hardcover

279 pages


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Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games  by  Onesimo Hernandez Lerma

Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games by Onesimo Hernandez Lerma
March 16th 2012 | Hardcover | PDF, EPUB, FB2, DjVu, talking book, mp3, ZIP | 279 pages | ISBN: 9781848168480 | 3.18 Mb

Continuous-time controlled Markov chains - also known as continuous-time Markov decision processes - form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book addresses thisMoreContinuous-time controlled Markov chains - also known as continuous-time Markov decision processes - form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function.

This book addresses this process, as well as examining the functions of Markov games.



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