Selected topics on continuous-time controlled Markov chains and Markov games /

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Bibliographic Details
Author / Creator:Prieto-Rumeau, Tomás.
Imprint:London : Imperial College Press [publisher] ; Singapore ; Hackensack, N.J. : World Scientific [distributor], c2012.
Description:xi, 279 p. ; 24 cm.
Language:English
Series:ICP advanced texts in mathematics ; v. 5
Imperial College Press advanced texts in mathematics ; v. 5.
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8828295
Hidden Bibliographic Details
Other authors / contributors:Hernández-Lerma, O. (Onésimo)
ISBN:9781848168480 (hbk.)
1848168489 (hbk.)
Notes:Includes bibliographical references (p. 265-274) and index.

MARC

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504 |a Includes bibliographical references (p. 265-274) and index.  |b 174 
505 0 |a Controlled Markov chains -- Basic optimality criteria -- Policy iteration and approximation theorems -- Overtaking, bias, and variance optimality -- Sensitive discount optimality -- Blackwell optimality -- Constrained controlled Markov chains -- Applications -- Zero-sum Markov games -- Bias and overtaking equilibria for Markov games. 
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