
Discrete-time Markov control processes
by O. Hernández-Lerma, Onesimo Hernandez-Lerma, Jean Bernard Lasserre
Discrete-time systemsMarkov processesMathematicsDistribution (Probability theory)Probability Theory and Stochastic Processes
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.
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Book data: Open Library