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9780387945798

Discrete-Time Markov Control Processes

by ;
  • ISBN13:

    9780387945798

  • ISBN10:

    0387945792

  • Format: Hardcover
  • Copyright: 1996-08-01
  • Publisher: Springer Verlag
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List Price: $149.99

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.

Table of Contents

Introduction and Summary
Markov Control Processes
Finite Horizon Problems
Infinite-Horizon Discounted-Cost Problems
Long-Run Average Cost Problems
The Linear Programming Formulation
Appendices: Conditional Expectation, Stochastic Kernels, Multifunctions and Selectors, Convergence of Probability Measures
Table of Contents provided by Publisher. All Rights Reserved.

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