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Search - Selected Topics on Continuous: Time Controlled Markov Chains and Markov Games (Icp Advanced Texts in Mathematics)

Selected Topics on Continuous: Time Controlled Markov Chains and Markov Games (Icp Advanced Texts in Mathematics)
Selected Topics on Continuous Time Controlled Markov Chains and Markov Games - Icp Advanced Texts in Mathematics
Author: Onesimo Hernandez-Lerma, Tomas Prieto-rumeau
This book concerns continuous-time controlled Markov chains and Markov games. The former, which are also known as continuous-time Markov decision processes, form a class of stochastic control problems in which a single decision-maker has a wish to optimize a given objective function. In contrast, there are two or more decision-makers (or players...  more »
ISBN-13: 9781848168480
ISBN-10: 1848168489
Publication Date: 4/15/2012
Pages: 300
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Publisher: Imperial College Press
Book Type: Hardcover
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