Single and Multi-player Stochastic Dynamic Optimization

Single and Multi-player Stochastic Dynamic Optimization

In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we investigate zero-sum games with both complete and partial information. We study partially observable stochastic games...

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Bibliographic Details
Main Author: Saha, Subhamay
Other Authors: Ghosh, Mrinal Kanti
Language:en_US
Published: 2018
Subjects:
Stochastic Dynamic Optimization
Stochastic Control Theory
Stochastic Processes
Markov Processes
Continuous-Time Markov Chains
Stochastic Games
Semi-Markov Decision Processes
Markov Processes - Optimal Control
Continuous Time Stochastic Processes
Dicrete Time Stochastic Processes
Continuous Time Markov Chains
Semi-Markov Decision Processes (SMDP)
Optimal Markov Control
Mathematics
Online Access:http://etd.iisc.ernet.in/2005/3357
http://etd.iisc.ernet.in/abstracts/4224/G25755-Abs.pdf

Internet

http://etd.iisc.ernet.in/2005/3357
http://etd.iisc.ernet.in/abstracts/4224/G25755-Abs.pdf

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