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Discrete-time Markov control processes : basic optimality criteria /

by Hernandez-Lerma, Onesimo
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Authors: Lasserre, Jean Bernard Series: Applications of mathematics. Stochastic modelling and applied probability ; . 30 Published by : Springer-Verlag, (New York : ) Physical details: XIV, 216 p. : ill. ; 24 cm. Subject(s): Markov processes | Discrete-time systems Year : 1996
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Books Istituto di Ingegneria Biomedica QA274.7.H47 (Browse Shelf) 1 Available

Contents: Introduction and Summary.- Markov Control Processes. - Finite Horizon Problems.- Infinite-Horizon Discounted-Cost Problems.- Long-Run Average Cost Problems.- The Linear Programming Formulation.- Appendices: Conditional Expectation, Stochastic Kernels, Multifunctions and Selectors, Convergence of Probability Measures.

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