Markov Decision Processes and Stochastic Positional Games Optimal Control on Complex Networks

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 stochast...

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Bibliographic Details
Main Authors: Lozovanu, Dmitrii, Pickl, Stefan Wolfgang (Author)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2024, 2024
Edition:1st ed. 2024
Series:International Series in Operations Research & Management Science
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Description
Summary: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. Given its scope, the book will benefit all researchers and graduate students who are interested in Markov theory, control theory, optimization and games
Physical Description:XIX, 396 p. 41 illus online resource
ISBN:9783031401800