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SELECTED TOPICS ON CONTINUOUS-TIME CONTROLLED MARKOV CHAINS AND MARKOV GAMES
Av Tomás Prieto-Rumeau, Onésimo Hernández-Lerma
Inbunden, 2012
1498 kr
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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 problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where …