Discrete-Time Markov Control Processes: Basic Optimality Criteria

by Onésimo Hernández-Lerma and Jean B. Lasserre

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: Paperback
• Language: English
• ISBN: 1461268842
• ISBN13: 9781461268840
• Release Date: September 2012
• Publisher: Springer
• Length: 216 Pages
• Weight: 0.74 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"