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Markov processes and controlled Markov chains

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 researc...

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Detalles Bibliográficos
Autores principales: Hou, Zhenting, Filar, Jerzy, Chen, Anyue
Lenguaje:eng
Publicado: Springer 2002
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-1-4613-0265-0
http://cds.cern.ch/record/2023765