Competitive Markov Decision Processes
by Jerzy Filar
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, providing newcomers 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.
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Engineering, Engineering mathematics, Markov processes| Edition | Availability |
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Competitive Markov Decision Processes
1996, Springer New York
electronic resource /
in English
1461284813 9781461284819
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| October 5, 2021 | Edited by ImportBot | import existing book |
| June 29, 2019 | Created by MARC Bot | import new book |