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Sobre una aplicación de los procesos de renovación markoviana a los juegos estocásticos no terminativos.

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1970-10-01
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Springer-Verlag
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Aumann, R.: “Mixed and Behavior Strategies in Infinite Extensive Games”. Advances in Game Theory, Annals of Mathematics Studies Number 52, Princeton 1964. Beckmann, Martin J.: “Dynamic Programming of Economic Decisions”. Okonometrie und Unternehmensforschung, Vol IX,Springer-Verläg, Berlin, 1968. Cano Sevilla, F. J.: “Programación Secuencial en Concurrencia. Horizonte finito en etapas”. Trabajos de Estadística e Investigación Operativa, cuadernos I y II,1969. Volumen XX. Derman, C.: “On Sequential Decisions and Markov Chains”Management Science, Vol 52, Número 5, Enero 1966. Everett, H.: “Recursive Games”. Contributions to the Theory of Games, Vol III, Princeton 1957. Hoffman, A.J.—Karp, R. M.: “On Nonterminating Stochastic Games”. Management Science, Vol 52, Número 5, Enero 1966. Howard, R.: “Dynamic Programming and Markov Processes”.Technology Press and Wiley, 1960. Jewell, W. S.: “Markov Renewall Programming. I Formulation, Finite Return Models II. Infinite Return Models. Example”.Operations Research, 1963. Kuhn, H.: “Extensive Games and the Problem of Information”.Annals of Mateematics Studies, Number 28,Princeton 1953. Ríos García, S. y Yáñez de Diego, I.: “Programmation Polyétapique en Concurrence” en Festschrift for Jerzy Neyman, John Wiley, London 1956, págs. 289–300. Shapley L. S.: “Stochastic Games” Proced. National Acad.Science, USA, Vol 39, 1953. Smith, W. L.: “Renewall Theory and its ramifications”.Journal Royal Statistical Society, Series B,Vol 20, 1958.
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