Selected Topics on Continuous-Time Controlled Markov Chains and Markov Games
Tomás Prieto-Rumeau, Onésimo Hernández–Lerma · ICP advanced texts in mathematics · 2011
Introduction Controlled Markov Chains Basic Optimality Criteria Policy Iteration and Approximation Theorems Overtaking, Bias, and Variance Optimality Sensitive Discount Optimality Blackwell Optimality Constrained Controlled Markov Chains Applications Zero-Sum Markov Games Bias and Overtaking Equilibria for Markov Games.