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

By Alexander Poznyak and Julio B. Clempner

Book Overview

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 303143577X
• ISBN13: 9783031435775
• Release Date: December 2024
• Publisher: Springer
• Length: 332 Pages