Competitive Markov Decision Processes
| Author | : | |
| Rating | : | 4.92 (681 Votes) |
| Asin | : | 0387948058 |
| Format Type | : | paperback |
| Number of Pages | : | 394 Pages |
| Publish Date | : | 2014-12-27 |
| Language | : | English |
DESCRIPTION:
It examines these processes from the standpoints of modeling and of optimization, providing newcomers to the field with an accessible account of algorithms, theory, and applications, while also supplying specialists with a comprehensive survey of recent developments. Requiring only some knowledge of linear algebra and real analysis (further mathematical details are supplied in appendices), and limiting itself to finite-state discrete-time models, the book is suitable as a graduate text. This book is devoted to a unified treatment of both subjects under the general heading of Competitive Markov Decision Processes. . Some of the more advanced topics may also be omitted without affecting the continuity of the presentation, making the text accessible to advanced undergraduates. From the Back Cover Stochastic Games have been studied by mathematicians, operations researchers, electrical engineers, and economists since the 1950s; the simpler single-controll
an essential reference for mdp researchers This book is an essential for anyone interested in Markov Decision Processes. It offers a rigorous introduction to MDPS and stochastic games. Also covered are various extensions and solution algorithms, as well as recent developments. Yet another nice yellow S-V book to add to your collection!
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.. The book is designed to be used either in a classroom or for self-study