Selected topics on continuous-time controlled Markov chains and Markov games.
Saved in:
| Author / Creator: | Prieto-Rumeau, Tomás. |
|---|---|
| Imprint: | London : Imperial College Press ; Singapore ; Hackensack, NJ : Distributed by World Scientific Publishing Co., ©2012. |
| Description: | 1 online resource |
| Language: | English |
| Series: | ICP advanced texts in mathematics ; v. 5 Imperial College Press advanced texts in mathematics ; v. 5. |
| Subject: | Markov processes. Stochastic processes. MATHEMATICS -- Probability & Statistics -- Stochastic Processes. Markov processes. Stochastic processes. Electronic books. Electronic books. |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11132962 |
Table of Contents:
- Preface; Contents; 1. Introduction; 1.1 Preliminary examples; 1.1.1 A controlled population system; 1.1.2 A prey-predator game model; 1.2 Overview of the book; 1.3 Contents; 1.4 Notation; 2. Controlled Markov Chains; 2.1 Introduction; 2.2 The control model; 2.3 Existence of controlled Markov chains; 2.4 Exponential ergodicity; 2.5 Proof of Theorem 2.11; 2.6 Conclusions; 3. Basic Optimality Criteria; 3.1 Introduction; 3.2 The finite horizon case; 3.3 The infinite horizon discounted reward; 3.3.1 Definitions; 3.3.2 The discounted reward optimality equation; 3.3.3 The uniformization technique.