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Hardcover Optimization and Games for Controllable Markov Chains: Numerical Methods with Application to Finance and Engineering Book
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ISBN: 3031435745

ISBN13: 9783031435744

Optimization and Games for Controllable Markov Chains: Numerical Methods with Application to Finance and Engineering

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This book considers a class of ergodic finite controllable Markov's chains. The main idea behind the method, described in this book, is to develop the original discrete optimization problems (or game models) in the space of randomized formulations, where the variables stand in for the distributions (mixed strategies or preferences) of the original discrete (pure) strategies in the use. The following suppositions are made: a finite state space,...

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Format: Hardcover

Condition: New

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Engineering Math Mathematics Science Science & Math Science & Scientists Science & Technology Technology

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