05362nam 22006975 450 991047999250332120200919033242.01-4612-4054-910.1007/978-1-4612-4054-9(CKB)3400000000090681(SSID)ssj0001007549(PQKBManifestationID)11564924(PQKBTitleCode)TC0001007549(PQKBWorkID)10950878(PQKB)10317559(DE-He213)978-1-4612-4054-9(MiAaPQ)EBC3077049(EXLCZ)99340000000009068120121227d1997 u| 0engurnn|008mamaatxtccrCompetitive Markov Decision Processes[electronic resource] /by Jerzy Filar, Koos Vrieze1st ed. 1997.New York, NY :Springer New York :Imprint: Springer,1997.1 online resource (XII, 394 p.) "With 57 illustrations."0-387-94805-8 1-4612-8481-3 Includes bibliographical references and index.1 Introduction -- 1.0 Background -- 1.1 Raison d’Etre and Limitations -- 1.2 A Menu of Courses and Prerequisites -- 1.3 For the Cognoscenti -- 1.4 Style and Nomenclature -- I Mathematical Programming Perspective -- 2 Markov Decision Processes: The Noncompetitive Case -- 3 Stochastic Games via Mathematical Programming -- II Existence, Structure and Applications -- 4 Summable Stochastic Games -- 5 Average Reward Stochastic Games -- 6 Applications and Special Classes of Stochastic Games -- Appendix G Matrix and Bimatrix Games and Mathematical Programming -- G.1 Introduction -- G.2 Matrix Game -- G.3 Linear Programming -- G.4 Bimatrix Games -- G.5 Mangasarian-Stone Algorithm for Bimatrix Games -- G.6 Bibliographic Notes -- Appendix H A Theorem of Hardy and Littlewood -- H.1 Introduction -- H.2 Preliminaries, Results and Examples -- H.3 Proof of the Hardy-Littlewood Theorem -- Appendix M Markov Chains -- M.1 Introduction -- M.2 Stochastic Matrix -- M.3 Invariant Distribution -- M.4 Limit Discounting -- M.5 The Fundamental Matrix -- M.6 Bibliographic Notes -- Appendix P Complex Varieties and the Limit Discount Equation -- P.1 Background -- P.2 Limit Discount Equation as a Set of Simultaneous Polynomials -- P.3 Algebraic and Analytic Varieties -- P.4 Solution of the Limit Discount Equation via Analytic Varieties -- References.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.Operations researchDecision makingApplied mathematicsEngineering mathematicsControl engineeringRoboticsMechatronicsOperations Research/Decision Theoryhttps://scigraph.springernature.com/ontologies/product-market-codes/521000Mathematical and Computational Engineeringhttps://scigraph.springernature.com/ontologies/product-market-codes/T11006Control, Robotics, Mechatronicshttps://scigraph.springernature.com/ontologies/product-market-codes/T19000Operations research.Decision making.Applied mathematics.Engineering mathematics.Control engineering.Robotics.Mechatronics.Operations Research/Decision Theory.Mathematical and Computational Engineering.Control, Robotics, Mechatronics.519.5/42Filar Jerzyauthttp://id.loc.gov/vocabulary/relators/aut485662Vrieze Koosauthttp://id.loc.gov/vocabulary/relators/autBOOK9910479992503321Competitive Markov Decision Processes2288507UNINA01234nam0 22002771i 450 UON0004279320231205102153.45920020107d1937 |0itac50 bafreFR|||| 1||||Contes LazesGeorges DumezilParisInstitut d'Ethnologie1937XIII, 130 p.26 cm001UON000092462001 Travaux et Mémoires de l'Institut d'Ethnologie de l'Université de Paris27LETTERATURA POPOLARECAUCASOTESTIUONC013856FIFRParisUONL002984CAU II ACAUCASO E ARMENIA - LINGUISTICA - LINGUE CAUCASICHE MERIDIONALIADumézilGeorgesUONV007575375579Institut d'EthnologieUONV246641650ITSOL20250418RICAUON00042793SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI CAU II A 009 SI SA 3711 5 009 SIBA - SISTEMA BIBLIOTECARIO DI ATENEOSI GLOTT C 4 V 008 SI MC 3787 5 008 Contes Lazes1152900UNIOR