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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 …
Amazon / Brand: Springer
Price: 130.76 $

This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov processes, or stochastic dynamic pro­ grams; sometimes, …
Amazon / Springer
Price: 126.11 $

This book may be regarded as consisting of two parts. In Chapters I-IV we pre­ sent what we regard as essential topics in an introduction to deterministic optimal control theory. This material has been used by the authors for one semester graduate-level courses at Brown University and the University of Kentucky. The simplest problem in calculus of variations is taken as the point of departure, in Chapter I. Chapters II, III, and IV deal with necessary conditions for an opti­ mum, existence and …
Amazon / Springer
Price: 110.22 $

At first there was the Markov property. The theory of stochastic processes, which can be considered as an exten­ sion of probability theory, allows the modeling of the evolution of systems through the time. It cannot be properly understood just as pure mathemat­ ics, separated from the body of experience and examples that have brought it to life. The theory of stochastic processes entered a period of intensive develop­ ment, which is not finished yet, when the idea of the Markov property was brought …
Amazon / Birkhäuser
Price: 108.28 $

This book is about the measurement and prediction of the reliability behaviour of systems of physical items. It is not specifically concerned with human factors with safety analysis as such, although some of the techniques discussed are adaptable to these purposes. A machine or an electronic circuit exemplifies a system. Each machine or circuit may also be treated as an item in a larger system. However, this does not reduce it suddenly to basic component status; it remains complex and can only be …
Amazon / Springer
Price: 97.46 $

The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments connected in a chain and in the attempts to describe mathematically the physical phenomenon known as Brownian motion (L. BACHELlER 1900, A. EIN­ STEIN 1905). The first correct mathematical construction of a Markov process with continuous trajectories was given by N. WIENER in 1923. (This process is often called the Wiener process.) The general theory of Markov processes was …
Amazon / Springer
Price: 97.39 $

The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics include probability and probabilistic methods in recursive algorithms and stochastic models, Markov and other stochastic models such as Markov chains, branching processes and semi-Markov systems, biomathematical and genetic models, epidemilogical models …
Amazon / Springer
Price: 66.03 $