Discrete-time Markov control processes

by

54 min read
Rate this book:
236 pages 1996

About This Book

This book provides a unified, comprehensive treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs and non-compact control constraint sets. The control model studied is sufficiently general to include virtually all the usual discrete-time stochastic control models that appear in applications to engineering, economics, mathematical population processes, operations research, and management science. Much of the material appears for the first time in book form.

Buy This Book

As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.

Write a Review

Sign in to write a review.