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Discrete-Time Markov Control Processes

Name: Discrete-Time Markov Control Processes
Brand: Springer, Berlin
SKU: 02076561
Price: 107.89 EUR
Availability: InStock
Author: Onesimo Hernandez-Lerma
ISBN: 9781461268840

Basic Optimality Criteria

Onesimo Hernandez-Lerma

Jean B. Lasserre

Lingua

Inglese

Libro In brossura

Codice Libristo: 02076561

Casa editrice Springer, Berlin, settembre 2012

This book provides a unified, comprehensive treatment of some recent theoretical developments on Mar... Descrizione completa

Codice Libristo: 02076561

264 b

107.89 €

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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.