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Competitive Markov Decision Processes

Name: Competitive Markov Decision Processes
Brand: Springer-Verlag New York Inc.
SKU: 01384164
Price: 220.95 EUR
Availability: InStock
Author: Jerzy A. Filar
ISBN: 9780387948058

Jerzy A. Filar

Koos Vrieze

Language

English

Book Hardback

Libristo code: 01384164

Publishers Springer-Verlag New York Inc., November 1996

This book is devoted to a unified treatment of Competitive Markov Decision Processes. It examines th... Full description

Libristo code: 01384164

537 b

220.95 €

432.14 лв

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This book is devoted to a unified treatment of Competitive Markov Decision Processes. It examines these processes from the standpoints of modeling and of optimization, providingnewcomers to the field with an accessible account of algorithms, theory, and applications, while also supplying specialists with a comprehensive survey of recent developments. The treatment is self-contained, requiring only some knowledge of linear algebra and real analysis. Topics covered include: Mathematical programming: Markov decision processes (the non-competitive case), and stochastic games via mathematical programming.- Existence, structure and applications: Summable stochastic games, average-reward stochastic games and applications and special classes of stochastic games.- Appendices on: matrix games, bimatrix games and nonlinear programming; a theorem of Hardy and Littlewood; Markov chains; and complex varieties and the limit discount equation.