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Optimization and Games for Controllable Markov Chains / Studies in Systems, Decision and Control Bd.504 (PDF)

Numerical Methods with Application to Finance and Engineering (Sprache: Englisch)
 
 
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This book considers a class of ergodic finite controllable Markov's chains. The main idea behind the method, described in this book, is to develop the original discrete optimization problems (or game models) in the space of randomized formulations, where...
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Bestellnummer: 152213131

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