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 ...
Read More
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.
Read Less
Add this copy of Selected Topics on Continuous-Time Controlled Markov to cart. $14.25, very good condition, Sold by Suffolk Books rated 5.0 out of 5 stars, ships from center moriches, NY, UNITED STATES, published 2012 by Imperial College Press.
Add this copy of Selected Topics on Continuous-Time Controlled Markov to cart. $21.99, good condition, Sold by Big River Books rated 5.0 out of 5 stars, ships from Powder Springs, GA, UNITED STATES, published 2012 by Imperial College Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
Add this copy of Selected Topics on Continuous-Time Controlled Markov to cart. $51.33, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2012 by Imperial College Press.
Add this copy of Selected Topics on Continuous-Time Controlled Markov to cart. $76.65, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 2012 by Imperial College Press.
Add this copy of Selected Topics on Continuous-Time Controlled Markov to cart. $126.17, new condition, Sold by Paperbackshop rated 4.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 2012 by Imperial College Press.
Add this copy of Selected Topics on Continuous-Time Controlled Markov to cart. $160.90, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2012 by Imperial College Press.
