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Discrete-time markov control processes : basic optimality criteria

By: Hernandez-Lerma, Onesimo.
Contributor(s): Lasserre, Jean-Bernard.
Material type: materialTypeLabelBookSeries: Applications of Mathematics, Stochastic Modelling and Applied Probability ; 30. Publisher: New York: Springer, 1996Description: xiv, 216 p.; : 24 cm.ISBN: 9780387945798 .Subject(s): Discrete-time systems | Mathematics | Distribution (Probability theory) | Linear program | Markov Control Processes | Markov processesDDC classification: 003.830115 Summary: 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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Books 003.830115 HER (Browse shelf) Available 024682

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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