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Markov Decision Processes and Stochastic Positional Games: Optimal Control on Complex Networks
Hardcover
Series: International Operations Research & Management Science, Book 349
Business GeneralGeneral MathematicsProgramming
ISBN13: 9783031401794
Publisher: Springer Nature
Published: Jan 13 2024
Pages: 396
Weight: 1.67
Height: 0.94 Width: 6.14 Depth: 9.21
Language: English
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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