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Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games

Tomás Prieto-Rumeau and Onésimo Hernández-Lerma
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