Discrete-Time Markov Control Processes: Basic Optimality Criteria by Onesimo Hernandez-LermaDiscrete-Time Markov Control Processes: Basic Optimality Criteria by Onesimo Hernandez-Lerma

Discrete-Time Markov Control Processes: Basic Optimality Criteria

byOnesimo Hernandez-Lerma

Hardcover | December 1, 1995

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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.

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Title:Discrete-Time Markov Control Processes: Basic Optimality CriteriaFormat:HardcoverDimensions:230 pages, 9.25 × 6.1 × 0.04 inPublished:December 1, 1995Publisher:Springer New York

The following ISBNs are associated with this title:

ISBN - 10:0387945792

ISBN - 13:9780387945798

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Table of Contents

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.

From Our Editors

This book provides a unified, comprehensive treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to MPCs with Borel state and control spaces, and possibly unbounded costs and noncompact control constraint sets. The control model studied is sufficiently general to include virtually all of 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.