DA-IICT Logo

Resource Centre

Image from Google Jackets

Discrete-time markov control processes : basic optimality criteria

By: Contributor(s): Material type: TextSeries: Applications of Mathematics, Stochastic Modelling and Applied Probability ; 30Publication details: New York: Springer, 1996Description: xiv, 216 p.; : 24 cmISBN:
  • 9780387945798
Subject(s): DDC classification:
  • 003.830115 HER
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books DAU 003.830115 HER 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.

There are no comments on this title.

to post a comment.
Share