The book presents a systematic and operational approach to econometric modelling of time series subject to shifts in regime. The first part gives a comprehensive mathematical and statistical analysis of the Markov-switching vector autoregressive model. It deals with the theoretical properties...

This book is devoted to a unified treatment of Competitive Markov Decision Processes. It examines these processes from the standpoints of modeling and of optimization, providing newcomers to the field with an accessible account of algorithms, theory, and applications, while also supplying...