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Selected Topics On Continuous-time Controlled Markov Chains And Markov Games (Hardcover)
Loot Price: R2,978
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Selected Topics On Continuous-time Controlled Markov Chains And Markov Games (Hardcover)
Series: Icp Advanced Texts In Mathematics, 5
Expected to ship within 10 - 15 working days
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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.
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