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Competitive Markov Decision Processes -- Copyright -- Preface -- Contents -- 1 Introduction -- Part I Mathematical Programming Perspective -- 2 Markov Decision Processes: The Noncompetitive Case -- 3 Stochastic Games via Mathematical Programming -- Part II Existence, Structure and Applications...
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Illustrative Graphs -- Intriguing Properties -- Markov Chains -- Markov Decision Processes -- Determinants -- Traces -- Linear Programming Based Algorithms -- Interior Point and Cross-Entropy Algorithms -- Self-similar Structure and Hamiltonicity -- Graph Enumeration
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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...
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This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain. We proposes an ongoing updated Dirichlet distribution to estimate the transition probabilities of the...
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