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Discrete-time Markov control processes : basic optimality criteria

Author: O Hernández-Lerma; Jean-Bernard Lasserre
Publisher: New York : Springer, ©1996.
Series: Applications of mathematics, 30.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
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  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: O Hernández-Lerma; Jean-Bernard Lasserre
ISBN: 0387945792 9780387945798
OCLC Number: 32968772
Description: xiv, 216 pages ; 25 cm.
Contents: 1. Introduction and Summary --
2. Markov Control Processes --
3. Finite-Horizon Problems --
4. Infinite-Horizon Discounted-Cost Problems --
5. Long-Run Average-Cost Problems --
6. The Linear Programming Formulation --
Appendix A Miscellaneous Results --
Appendix B Conditional Expectation --
Appendix C Stochastic Kernels --
Appendix D Multifunctions and Selectors --
Appendix E Convergence of Probability Measures.
Series Title: Applications of mathematics, 30.
Responsibility: Onésimo Hernández-Lerma, Jean Bernard Lasserre.
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Abstract:

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).  Read more...

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