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Controlled Markov ProcessesAuthor(s): E. B. Dynkin, J. M. Danskin, A. A. Yushkevich, C. Holland\nFormat: Paperback\nPublisher: Springer-Verlag New York Inc., United States\nImprint: Springer-Verlag New York Inc.\nISBN-13: 9781461567486, 978-1461567486\nSynopsis\nThis book is devoted to the systematic exposition of the contemporary theory of controlled Markov processes with discrete time parameter or in another termi nology multistage Markovian decision processes. We discuss the applications of this theory to various concrete problems. Particular attention is paid to mathe matical models of economic planning, taking account of stochastic factors. The authors strove to construct the exposition in such a way that a reader interested in the applications can get through the book with a minimal mathe matical apparatus. On the other hand, a mathematician will find, in the appropriate chapters, a rigorous theory of general control models, based on advanced measure theory, analytic set theory.
Controlled Markov ProcessesAuthor(s): E. B. Dynkin, J. M. Danskin, A. A. Yushkevich, C. Holland\nFormat: Paperback\nPublisher: Springer-Verlag New York Inc., United States\nImprint: Springer-Verlag New York Inc.\nISBN-13: 9781461567486, 978-1461567486\nSynopsis\nThis book is devoted to the systematic exposition of the contemporary theory of controlled Markov processes with discrete time parameter or in another termi nology multistage Markovian decision processes. We discuss the applications of this theory to various concrete problems. Particular attention is paid to mathe matical models of economic planning, taking account of stochastic factors. The authors strove to construct the exposition in such a way that a reader interested in the applications can get through the book with a minimal mathe matical apparatus. On the other hand, a mathematician will find, in the appropriate chapters, a rigorous theory of general control models, based on advanced measure theory, analytic set theory.
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