Competitive Markov Decision Processes by Jerzy Filar (English) Hardcover Book

Description: Competitive Markov Decision Processes by Jerzy Filar, Koos Vrieze Since Markov decision processes can be viewed as a special noncompeti tive case of stochastic games, we introduce the new terminology Competi tive Markov Decision Processes that emphasizes the importance of the link between these two topics and of the properties of the underlying Markov processes. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description This book is devoted to a unified treatment of Competitive Markov Decision Processes. 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. The treatment is self-contained, requiring only some knowledge of linear algebra and real analysis. Topics covered include: Mathematical programming: Markov decision processes (the non-competitive case), and stochastic games via mathematical programming.- Existence, structure and applications: Summable stochastic games, average-reward stochastic games and applications and special classes of stochastic games.- Appendices on: matrix games, bimatrix games and nonlinear programming; a theorem of Hardy and Littlewood; Markov chains; and complex varieties and the limit discount equation. Table of Contents 1 Introduction.- 1.0 Background.- 1.1 Raison dEtre 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. Long Description 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 Details ISBN0387948058 Short Title COMPETITIVE MARKOV DECISION PR Language English ISBN-10 0387948058 ISBN-13 9780387948058 Media Book Format Hardcover Year 1996 Imprint Springer-Verlag New York Inc. Place of Publication New York, NY Country of Publication United States Birth 1949 Pages 394 DOI 10.1007/b43283;10.1007/978-1-4612-4054-9 UK Release Date 1996-11-15 AU Release Date 1996-11-15 NZ Release Date 1996-11-15 US Release Date 1996-11-15 Author Koos Vrieze Publisher Springer-Verlag New York Inc. Edition Description 1997 ed. Edition 1997th Publication Date 1996-11-15 Alternative 9781461284819 DEWEY 519.233 Audience Postgraduate, Research & Scholarly Illustrations XII, 394 p. We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96261228;

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