Further Topics on Discrete-Time Markov Control Processes

Name: Further Topics on Discrete-Time Markov Control Processes
SKU: 2434758
Price: 426.00 NZD
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Hardback

Series:

Stochastic Modelling and Applied Probability

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Description

This book is devoted to a systematic exposition of some recent developments in the theory of discrete-time Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs. The book follows on from the authors earlier volume in this area, however, an important feature of the present volume is that it is essentially self-contained and can be read independently of the first volume, because although both volumes deal with similar classes of markov control processes the assumptions on the control models are usually different. This volume allows cost functions to take positive or negative values, as needed in some applications. 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.

Release date NZ

June 22nd, 1999

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational
Undergraduate

Illustrations

XIII, 277 p.

Pages

277

Series

Stochastic Modelling and Applied Probability

Dimensions

155x235x17

ISBN-13

9780387986944

Product ID

2434758

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