Notes on Markov chains
β Scribed by Nicolas Privault
- Year
- 2011
- Tongue
- English
- Leaves
- 296
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This book gives an introduction to discrete-time Markov chains which evolve on a separable metric space.Β The focus is on the ergodic properties of such chains, i.e., on their long-term statistical behaviour. Among the main topics are existence and uniqueness of invariant probability measures, ir
This 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 wishes to optimize a given objective function. This book is also concerned with Markov games, where
<br> <p>The Description for this book, Lectures on Boundary Theory for Markov Chains. (AM-65), will be forthcoming.</p><br>
<br> <p>The Description for this book, Lectures on Boundary Theory for Markov Chains. (AM-65), will be forthcoming.</p><br>