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Markov Chains and Invariant Probabilities by Onesimo Hernandez-Lerma 9783034894081
Booksplease Price: £46.74This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Mes, by which we mean Mes that admit an... -
Markov Chains and Invariant Probabilities by Onesimo Hernandez-Lerma 9783764370008
Booksplease Price: £46.28This book is about discrete-time, time-homogeneous, Markov chains (Mes) and their ergodic behavior. To this end, most of the material is in fact about stable Mes, by which we mean Mes that admit an... -
Adaptive Markov Control Processes by Onesimo Hernandez-Lerma 9781461264545
Booksplease Price: £46.28This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs... -
Adaptive Markov Control Processes by Onesimo Hernandez-Lerma 9780387969664
Booksplease Price: £46.58This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs... -
Further Topics on Discrete-Time Markov Control Processes by Onesimo Hernandez-Lerma 9780387986944
RRP: £119.99Booksplease Price: £112.42Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces... -
Further Topics on Discrete-Time Markov Control Processes by Onesimo Hernandez-Lerma 9781461268185
RRP: £119.99Booksplease Price: £90.56Devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes, the text is mainly confined to MCPs with Borel state and control spaces... -
Discrete-Time Markov Control Processes: Basic Optimality Criteria by Onesimo Hernandez-Lerma 9781461268840
RRP: £129.99Booksplease Price: £90.56This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs)... -
Selected Topics On Continuous-time Controlled Markov Chains And Markov Games by Onesimo Hernandez-Lerma 9781848168480
RRP: £91.00Booksplease Price: £80.36This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker... -
Optimization, Control, and Applications of Stochastic Systems: In Honor of Onesimo Hernandez-Lerma by Daniel Hernandez-Hernandez 9780817683368
Booksplease Price: £46.28This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some... -
Discrete-Time Stochastic Control and Dynamic Potential Games: The Euler-Equation Approach by Onesimo Hernandez-Lerma 9783319010588
RRP: £44.99Booksplease Price: £43.10There are several techniques to study noncooperative dynamic games, such as dynamic programming and the maximum principle (also called the Lagrange method). It turns out, however, that one way to...