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Bücher Englische Bücher Wissen & Bildung Sozialwissenschaft, Recht, Wirtschaft Wirtschaft Allg. & Lexika Competitive Markov Decision Processes
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Competitive Markov Decision Processes
Jerzy Filar, Koos Vrieze (Broschiert, Englisch)
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Beschreibung
This book is intended as a text covering the central concepts and techniques of Competitive Markov Decision Processes. It is an attempt to present a rig orous treatment that combines two significant research topics: Stochastic Games and Markov Decision Processes, which have been studied exten sively, and at times quite independently, by mathematicians, operations researchers, engineers, and… economists. Since Markov decision processes can be viewed as a special noncompeti tive case of stochastic games, we introduce the new terminology Competi tive Markov Decision Processes that emphasizes the importance of the link between these two topics and of the properties of the underlying Markov processes. The book is designed to be used either in a classroom or for self-study by a mathematically mature reader. In the Introduction (Chapter 1) we outline a number of advanced undergraduate and graduate courses for which this book could usefully serve as a text. A characteristic feature of competitive Markov decision processes - and one that inspired our long-standing interest - is that they can serve as an "orchestra" containing the "instruments" of much of modern applied (and at times even pure) mathematics. They constitute a topic where the instruments of linear algebra, applied probability, mathematical program ming, analysis, and even algebraic geometry can be "played" sometimes solo and sometimes in harmony to produce either beautifully simple or equally beautiful, but baroque, melodies, that is, theorems. 235,39 €
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Technische Daten
Erscheinungsdatum
17.09.2011
Sprache
Englisch
EAN
9781461284819
Herausgeber
Springer US
Sonderedition
Nein
Autor
Jerzy Filar, Koos Vrieze
Seitenanzahl
394
Auflage
1
Einbandart
Broschiert
Schlagwörter
Markov, Markov chain, Markov decision process, algorithm, algorithms, linear algebra, linear optimization, mathematical programming, modeling, nonlinear optimization, optimization, programming
Thema-Inhalt
KJT - Unternehmensforschung
KJMD - Management: Entscheidungstheorie
TBJ - Mathematik für Ingenieure
TJFM - Regelungstechnik
Höhe
235 mm
Breite
15.5 cm
Transparenz & Sicherheit
Hersteller: Springer Nature Customer Service Center GmbH, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com
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