Markov Processes and Controlled Markov Chains

Markov Processes and Controlled Markov Chains

by Anyue Chen (Editor), Anyue Chen (Editor), Zhenting Hou (Editor), Jerzy A. Filar (Editor)

Synopsis

The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the theory of controlled Markov chains (or Markov decision processes) was being pioneered by control engineers and operations researchers.

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More Information

Format: Hardcover
Pages: 524
Edition: 2002
Publisher: Springer
Published: 30 Sep 2002

ISBN 10: 1402008031
ISBN 13: 9781402008030