Showing items related by title, author, creator and subject.

• Single and Multi-player Stochastic Dynamic Optimization 

  Saha, Subhamay (2018-04-06)

  In this thesis we investigate single and multi-player stochastic dynamic optimization prob-lems. We consider both discrete and continuous time processes. In the multi-player setup we investigate zero-sum games with both ...

• Simulation Based Algorithms For Markov Decision Process And Stochastic Optimization 

  Abdulla, Mohammed Shahid (2010-08-06)

  In Chapter 2, we propose several two-timescale simulation-based actor-critic algorithms for solution of infinite horizon Markov Decision Processes (MDPs) with finite state-space under the average cost criterion. On the ...

• Semi-Markov Processes In Dynamic Games And Finance 

  Goswami, Anindya (2010-07-01)

  Two different sets of problems are addressed in this thesis. The first one is on partially observed semi-Markov Games (POSMG) and the second one is on semi-Markov modulated financial market model. In this thesis we study ...