Markov Decision Processes and Stochastic Positional Games
Markov Decision Processes and Stochastic Positional Games: Optimal Control on Complex Networks
English | 2024 | ISBN: 3031401794 | 396 Pages | PDF EPUB (True) | 35 MB
English | 2024 | ISBN: 3031401794 | 396 Pages | PDF EPUB (True) | 35 MB
This book presents recent findings and results concerning the solutions of especially finite state-space Markov decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted reward payoffs. In addition, it focuses on a new class of stochastic games: stochastic positional games that extend and generalize the classic deterministic positional games. It presents new algorithmic results on the suitable implementation of quasi-monotonic programming techniques. Moreover, the book presents applications of positional games within a class of multi-objective discrete control problems and hierarchical control problems on networks.