Selec Top on Continuous-Time Control .. (English, Al Onesimo Hernandez-Lerma Et)
by Al Onesimo Hernandez-Lerma Et
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Book Details
About the Book
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…
ISBN: 9781848168480
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