Discrete-Time Markov Control Processes: Basic Optimality Criteria

by O. Hernander-Lerma, Jean Bernard Lasserre, Onésimo Hernández-Lerma

Book Overview

This book presents the first part of a planned two-volume series devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes (MCPs). Interest is mainly confined to MCPs with Borel state and control (or action) spaces, and possibly unbounded costs and noncompact control constraint sets. MCPs are a class of stochastic control problems, also known as Markov decision processes, controlled Markov...

• Format: Hardcover
• Language: English
• ISBN: 0387945792
• ISBN13: 9780387945798
• Release Date: December 1996
• Publisher: Springer
• Length: 216 Pages
• Weight: 1.11 lbs.
• Dimensions: 0.7" x 6.4" x 9.6"