Further topics on discrete-time Markov control processes [electronic resource] / Onésimo Hernández-Lerma, Jean B. Lasserre.
This book is devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs. The book follows on from the authors earlier volume in this area...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York :
Springer,
©1999.
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| Series: | Applications of mathematics ;
42. |
| Subjects: |
| Summary: | This book is devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs. The book follows on from the authors earlier volume in this area, however, an important feature of the present volume is that it is essentially self-contained and can be read independently of the first volume, because although both volumes deal with similar classes of markov control processes the assumptions on the control models are usually different. This volume allows cost functions to take positive or negative values, as needed in some applications. 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. |
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| Physical Description: | 1 online resource (xii, 276 pages) |
| Bibliography: | Includes bibliographical references (pages 251-261) and index. |
| ISBN: | 9781461205616 1461205611 1461268184 9781461268185 |
| Language: | English. |
| Source of Description, Etc. Note: | Print version record. |