Competitive Markov Decision Processes [[electronic resource] /] / by Jerzy Filar, Koos Vrieze
| Competitive Markov Decision Processes [[electronic resource] /] / by Jerzy Filar, Koos Vrieze |
| Autore | Filar Jerzy |
| Edizione | [1st ed. 1997.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1997 |
| Descrizione fisica | 1 online resource (XII, 394 p.) |
| Disciplina | 519.5/42 |
| Soggetto topico |
Operations research
Decision making Applied mathematics Engineering mathematics Control engineering Robotics Mechatronics Operations Research/Decision Theory Mathematical and Computational Engineering Control, Robotics, Mechatronics |
| ISBN | 1-4612-4054-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910479992503321 |
Filar Jerzy
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 1997 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Competitive Markov Decision Processes [[electronic resource] /] / by Jerzy Filar, Koos Vrieze
| Competitive Markov Decision Processes [[electronic resource] /] / by Jerzy Filar, Koos Vrieze |
| Autore | Filar Jerzy |
| Edizione | [1st ed. 1997.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1997 |
| Descrizione fisica | 1 online resource (XII, 394 p.) |
| Disciplina | 519.5/42 |
| Soggetto topico |
Operations research
Engineering mathematics Engineering - Data processing Control engineering Robotics Automation Operations Research and Decision Theory Mathematical and Computational Engineering Applications Control, Robotics, Automation |
| ISBN | 1-4612-4054-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910789226103321 |
Filar Jerzy
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 1997 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Competitive Markov Decision Processes / / by Jerzy Filar, Koos Vrieze
| Competitive Markov Decision Processes / / by Jerzy Filar, Koos Vrieze |
| Autore | Filar Jerzy |
| Edizione | [1st ed. 1997.] |
| Pubbl/distr/stampa | New York, NY : , : Springer New York : , : Imprint : Springer, , 1997 |
| Descrizione fisica | 1 online resource (XII, 394 p.) |
| Disciplina | 519.5/42 |
| Soggetto topico |
Operations research
Engineering mathematics Engineering - Data processing Automatic control Robotics Automation Operations Research and Decision Theory Mathematical and Computational Engineering Applications Control, Robotics, Automation |
| ISBN | 1-4612-4054-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910957364603321 |
Filar Jerzy
|
||
| New York, NY : , : Springer New York : , : Imprint : Springer, , 1997 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||