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Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
Publisher:
Imperial College Press
Publication Date:
2012
Number of Pages:
279
Format:
Hardcover
Series:
ICP Advanced Texts in Mathematics 5
Price:
98.00
ISBN:
9781848168480
Category:
Monograph
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- Introduction
- 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
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