Author: Gerald Luther Thompson
Publisher:
ISBN:
Category : Game theory
Languages : en
Pages : 92
Book Description
Lectures on Game Theory, Markov Chains, and Related Topics
Author: Gerald Luther Thompson
Publisher:
ISBN:
Category : Game theory
Languages : en
Pages : 92
Book Description
Publisher:
ISBN:
Category : Game theory
Languages : en
Pages : 92
Book Description
Lectures on Game Theory, Markov Chains, and Related Topics
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Notes on nine lectures delivered at Sandin Corporation in August 1957 are given. Part one contains the manuscript of a paper concerning a judging problem. Part two is concerned with finite Markov-chain theory amd discusses regular Markov chains, absorbing Markov chains, the classification of states, application to the Leontief input-output model, and semimartingales. Part three contains notes on game theory and covers matrix games, the effect of psychological attitudes on the outcomes of games, extensive games, amd matrix theory applied to mathematical economics. (auth).
Publisher:
ISBN:
Category :
Languages : en
Pages :
Book Description
Notes on nine lectures delivered at Sandin Corporation in August 1957 are given. Part one contains the manuscript of a paper concerning a judging problem. Part two is concerned with finite Markov-chain theory amd discusses regular Markov chains, absorbing Markov chains, the classification of states, application to the Leontief input-output model, and semimartingales. Part three contains notes on game theory and covers matrix games, the effect of psychological attitudes on the outcomes of games, extensive games, amd matrix theory applied to mathematical economics. (auth).
Lectures on Game Theory, Markov Chains, and Related Topics
Author: Gerald Luther Thompson
Publisher:
ISBN:
Category : Game theory
Languages : en
Pages : 88
Book Description
Publisher:
ISBN:
Category : Game theory
Languages : en
Pages : 88
Book Description
Selected Topics on Continuous-time Controlled Markov Chains and Markov Games
Author: Tomás Prieto-Rumeau
Publisher: World Scientific
ISBN: 1848168489
Category : Mathematics
Languages : en
Pages : 292
Book Description
This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas.An extensive, self-contained, up-to-date analysis of basic optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown.This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book.
Publisher: World Scientific
ISBN: 1848168489
Category : Mathematics
Languages : en
Pages : 292
Book Description
This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their own objective function. Both decision-making processes appear in a large number of applications in economics, operations research, engineering, and computer science, among other areas.An extensive, self-contained, up-to-date analysis of basic optimality criteria (such as discounted and average reward), and advanced optimality criteria (e.g., bias, overtaking, sensitive discount, and Blackwell optimality) is presented. A particular emphasis is made on the application of the results herein: algorithmic and computational issues are discussed, and applications to population models and epidemic processes are shown.This book is addressed to students and researchers in the fields of stochastic control and stochastic games. Moreover, it could be of interest also to undergraduate and beginning graduate students because the reader is not supposed to have a high mathematical background: a working knowledge of calculus, linear algebra, probability, and continuous-time Markov chains should suffice to understand the contents of the book.
Nuclear Science Abstracts
Author:
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 770
Book Description
Publisher:
ISBN:
Category : Nuclear energy
Languages : en
Pages : 770
Book Description
U.S. Government Research Reports
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 136
Book Description
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 136
Book Description
Civilian Application Releases Through 1959
Author: Sandia Corporation
Publisher:
ISBN:
Category : Electronics
Languages : en
Pages : 92
Book Description
Publisher:
ISBN:
Category : Electronics
Languages : en
Pages : 92
Book Description
Public Releases Through 1963
Author:
Publisher:
ISBN:
Category : Nuclear engineering
Languages : en
Pages : 132
Book Description
Publisher:
ISBN:
Category : Nuclear engineering
Languages : en
Pages : 132
Book Description
Sandia Corporation Reprints, Monographs, and Research Colloquia
Author: Sandia Corporation. Technical Information Division
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 120
Book Description
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 120
Book Description
Civilian Application Releases Through 1962
Author:
Publisher:
ISBN:
Category : Nuclear engineering
Languages : en
Pages : 82
Book Description
Publisher:
ISBN:
Category : Nuclear engineering
Languages : en
Pages : 82
Book Description