1.

Record Nr.

UNINA9910800116203321

Autore

Lozovanu Dmitrii

Titolo

Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks / / by Dmitrii Lozovanu, Stefan Wolfgang Pickl

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2024

ISBN

3-031-40180-8

Edizione

[1st ed. 2024.]

Descrizione fisica

1 online resource (412 pages)

Collana

International Series in Operations Research & Management Science, , 2214-7934 ; ; 349

Disciplina

629.8312

Soggetti

Operations research

Mathematics

Management science

Mathematical optimization

Algorithms

Operations Research and Decision Theory

Applications of Mathematics

Operations Research, Management Science

Optimization

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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.

Sommario/riassunto

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. In addition, it focuses on a new class of stochastic games: stochastic positional games that extend and generalize the classic deterministic positional games. It presents new algorithmic results on the suitable implementation of quasi-monotonic programming techniques. Moreover, the book presents applications of positional games within a class of multi-



objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers and graduate students who are interested in Markov theory, control theory, optimization and games.