Markov decision processes and stochastic positional games : optimal control on complex networks / Dmitrii Lozovanu, Stefan Wolfgang Pickl.
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of stochast...
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| Online Access: |
Full Text (via Springer) |
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| Main Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
[2024]
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| Series: | International series in operations research & management science ;
349. |
| Subjects: |
| Summary: | This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of stochastic games: stochastic positional games that extend and generalize the classic deterministic positional games. It presents new algorithmic results on the suitable implementation of quasi-monotonic programming techniques. Moreover, the book presents applications of positional games within a class of multi-objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers and graduate students who are interested in Markov theory, control theory, optimization and games. |
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| Physical Description: | 1 online resource (xix, 396 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9783031401800 3031401808 |
| ISSN: | 2214-7934 ; |
| Source of Description, Etc. Note: | Online resource; title from PDF title page (SpringerLink, viewed January 22, 2024). |