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Selected Topics On Continuous-time Controlled Markov Chains And Markov Games by Tomas Prieto-rumeau, Hardcover | Indigo Chapters
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Selected Topics On Continuous-time Controlled Markov Chains And Markov Games by Tomas Prieto-rumeau, Hardcover | Indigo Chapters
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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. | Selected Topics On Continuous-time Controlled Markov Chains And Markov Games by Tomas Prieto-rumeau, Hardcover | Indigo Chapters