Markov Decision Processes and Stochastic Positional Games
Optimal Control on Complex Networks
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Beschreibung
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.
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.
Provides new algorithmic results, applications and numerical insights Contains applications of positional games within a class of multi-objective discrete control problems Presents advanced theoretical and practical results
Autor*in
Dmitrii Lozovanu
Themen in »Markov Decision Processes and Stochastic Positional Games«
Markov Problem Control Theory Games on Networks Equilibrium Decision Theory Game Theory Stochastic Systems and Control Multi-objective discrete control problems Nash equilibria Stochastic games