Lecture

Markov Chain Games

Description

This lecture covers the formulation of games as Markov chains, solving systems of equations to find hitting probabilities, and determining expected number of steps in a Markov chain. It also explores the concept of hitting times and expected hitting times in a target set.

Official source

https://mediaspace.epfl.ch/media/0_35itzcz7

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Probability theory: Topics in probability theory

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