This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs.
Prof. Dmitrii Lozovanu is head of the department of Applied Mathematics at the Faculty of Mathematics and Computer Science, Moldova State University, Chisinau, Moldova. His main research interests are in discrete optimization, game theory, optimal control and stochastic decision-making processes.Prof. Stefan Pickl is a Professor of Operations Research at Bundeswehr University Munich, Germany. He studied mathematics, electrical engineering, and philosophy at the TU Darmstadt, Germany and EPFL Lausanne, Switzerland. He is also associated with the Centre for the Advanced Study of Algorithms (CASA), USA and Center for Network Innovation and Experimentation (CENETIX), USA.
Innehållsförteckning
Discrete Markov Processes and Numerical Algorithms for Markov Chains.- Markov Decision Processes and Stochastic Control Problems on Networks.- Stochastic Games and Positional Games on Networks