书目名称 | Optimization and Games for Controllable Markov Chains |
副标题 | Numerical Methods wi |
编辑 | Julio B. Clempner,Alexander Poznyak |
视频video | |
概述 | Considers a class of ergodic finite controllable Markov‘s chains.Develops the original discrete optimization problems (or game models) in the space of randomized formulations.Focuses on how Markov cha |
丛书名称 | Studies in Systems, Decision and Control |
图书封面 |  |
描述 | .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, a limited action space, continuity of the probabilities and rewards associated with the actions, and a necessity for accessibility. These hypotheses lead to the existence of an optimal policy. The best course of action is always stationary. It is either simple (i.e., nonrandomized stationary) or composed of two nonrandomized policies, which is equivalent to randomly selecting one of two simple policies throughout each epoch by tossing a biased coin. As a bonus, the optimization procedure just has to repeatedly solve the time-average dynamic programming equation, making it theoretically feasible to choose the optimum course of action under the global restriction. In the ergodic cases the state distributions, generated by the corresponding tra |
出版日期 | Book 2024 |
关键词 | Finance and Engineering; Controllable Markov Chains; Markov Systems; Optimization Problems; Game Theory; |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-031-43575-1 |
isbn_softcover | 978-3-031-43577-5 |
isbn_ebook | 978-3-031-43575-1Series ISSN 2198-4182 Series E-ISSN 2198-4190 |
issn_series | 2198-4182 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |