Stochastic Modelling and Applied Probability

Further Topics on Discrete-Time Markov Control Processes

Authors: Hernandez-Lerma, Onesimo, Lasserre, Jean B.

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About this book

This book presents the second part of a two-volume series devoted to a sys­ tematic exposition of some recent developments in the theory of discrete­ time Markov control processes (MCPs). As in the first part, hereafter re­ ferred to as "Volume I" (see Hernandez-Lerma and Lasserre [1]), interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs. However, an important feature of the present volume is that it is essentially self-contained and can be read independently of Volume I. The reason for this independence is that even though both volumes deal with similar classes of MCPs, the assumptions on the control models are usually different. For instance, Volume I deals only with nonnegative cost­ per-stage functions, whereas in the present volume we allow cost functions to take positive or negative values, as needed in some applications. Thus, many results in Volume Ion, say, discounted or average cost problems are not applicable to the models considered here. On the other hand, we now consider control models that typically re­ quire more restrictive classes of control-constraint sets and/or transition laws. This loss of generality is, of course, deliberate because it allows us to obtain more "precise" results. For example, in a very general context, in §4.

Table of contents (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-1-4612-0561-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-0-387-98694-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.99
price for USA in USD
  • ISBN 978-1-4612-6818-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Further Topics on Discrete-Time Markov Control Processes
Authors
Series Title
Stochastic Modelling and Applied Probability
Series Volume
42
Copyright
1999
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-0561-6
DOI
10.1007/978-1-4612-0561-6
Hardcover ISBN
978-0-387-98694-4
Softcover ISBN
978-1-4612-6818-5
Series ISSN
0172-4568
Edition Number
1
Number of Pages
XIII, 277
Topics