Discrete-Time Markov Control Processes
Subtitle: Basic Optimality Criteria
Publisher: Springer New York
Published: 2012
Language: eng
Number of pages: 216
ISBN-13: 9781461268840
Description: 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.