Title: Selected topics on continuous-time controlled Markov chains and Markov games /
Authors: Prieto-Rumeau, Tomás.; Hernández-Lerma, O.
Publisher: Imperial College Press [publisher] ; World Scientific [distributor],
Year: 2012
Subjects: Markov processes.
Contents: Controlled Markov chains -- Basic optimality criteria -- Policy iteration and approximation theorems -- Overtaking, bias, and variance optimality -- Sensitive discount optimality -- Blackwell optimality -- Constrained controlled Markov chains -- Applications -- Zero-sum Markov games -- Bias and overtaking equilibria for Markov games.