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...

Purpose – The purpose of this paper is to consider a discrete‐time, Markov, regime‐switching, affine term‐structure model for valuing bonds and other interest rate securities. The proposed model incorporates the impact of structural changes in (macro)‐economic conditions on...

Intro -- Contents -- Foreword -- 1 Introduction -- 2 An Overview -- 3 Mathematical Preliminaries -- 4 Dynamic Programming under Certainty -- 5 Applications of Dynamic Programming under Certainty -- 6 Deterministic Dynamics -- 7 Measure Theory and Integration -- 8 Markov Processes -- 9 Stochastic...