Title: Discrete-time Markov control processes
First published: 1996
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.
Subjects: Discrete-time systems, Markov processes, Mathematics, Distribution (Probability theory), Probability Theory and Stochastic Processes
LC classification: QA274.7 .H47 1996