Further Topics on Discrete-Time Markov Control Processes
Language: en
Pages: 286
Authors: Onesimo Hernandez-Lerma
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with
Discrete-Time Markov Control Processes
Language: en
Pages: 223
Authors: Onesimo Hernandez-Lerma
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time M
Selected Topics on Continuous-time Controlled Markov Chains and Markov Games
Language: en
Pages: 292
Authors: Tomas Prieto-Rumeau
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: World Scientific

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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 pr
Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
Language: en
Pages: 129
Authors: J. Adolfo Minjárez-Sosa
Categories: Mathematics
Type: BOOK - Published: 2020-01-27 - Publisher: Springer Nature

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This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounte
Finite Approximations in Discrete-Time Stochastic Control
Language: en
Pages: 196
Authors: Naci Saldi
Categories: Mathematics
Type: BOOK - Published: 2018-05-11 - Publisher: Birkhäuser

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In a unified form, this monograph presents fundamental results on the approximation of centralized and decentralized stochastic control problems, with uncountab