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- DescriptionThis 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 ecomists. Since Markov decision processes can be viewed as a special ncompeti- tive case of stochastic games, we introduce the new termilogy 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. The book is designed to be used either in a classroom or for self-study by a mathematically mature reader. In the Introduction (Chapter 1) we outline a number of advanced undergraduate and graduate courses for which this book could usefully serve as a text. 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.
- Author(s)Jerzy Filar,K. Vrieze
- PublisherSpringer-Verlag New York Inc.
- Date of Publication15/11/1996
- SubjectManagement Techniques: Professional
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Note3 black & white tables, biography
- Weight752 g
- Width156 mm
- Height234 mm
- Spine23 mm
- Format DetailsLaminated cover
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