Controlled Markov Processes by E B Dynkin
This 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, measurable selection theorems, and so forth. We have abstained from the manner of presentation of many mathematical monographs, in which one presents immediately the most general situation and only then discusses simpler special cases and examples. Wishing to separate out difficulties, we introduce new concepts and ideas in the simplest setting, where they already begin to work. Thus, before considering control problems on an infinite time interval, we investigate in detail the case of the finite interval. Here we first study in detail models with finite state and action spaces-a case not requiring a departure from the realm of elementary mathematics, and at the same time illustrating the most important principles of the theory.-
Complex Abelian Varieties
-
Topology and Geometry of Intersections of Ellipsoids in R^n
-
Entire Functions of Several Complex Variables
-
Finite Groups I
-
Markov Processes
-
Random Perturbations of Dynamical Systems
-
Global Analysis of Minimal Surfaces
-
Vorlesungen über Differenzenrechnung
-
Minimal Surfaces
-
Vorlesungen uber Topologie
-
Harmonic Analysis on Semi-Simple Lie Groups II
-
Einleitung in die Mengenlehre
-
Lagerungen in der Ebene auf der Kugel und im Raum
-
Algebraic Systems
-
Continuous Transformations in Analysis
-
Aufgaben und Lehrsätze aus der Analysis
-
Die Grundlagen der Quantenmechanik
-
Anfangswertprobleme bei Partiellen Differentialgleichungen
-
Foundations of the Mathematical Theory of Electromagnetic Waves
-
Equations Differentielles Operationnelles
-
Die Gruppentheoretische Methode in der Quantenmechanik
-
Theta Functions
-
Markov Processes, Structure and Asymptotic Behavior
-
Non-Homogeneous Boundary Value Problems and Applications
-
Endliche Gruppen I
-
Reelle Funktionen
-
Regularity of Minimal Surfaces
-
Topological Vector Spaces II
-
An Introduction to the Theory of Multipliers
-
Baer *-Rings
-
Classification Theory of Riemann Surfaces
-
Best Approximation in Normed Linear Spaces by Elements of Linear Subspaces
-
Harmonic Analysis on Semi-Simple Lie Groups I
-
Moderne Algebra
-
Die Grundlagen der Theorie der Markoffschen Prozesse
-
Nevanlinna Theory in Several Complex Variables and Diophantine Approximation
-
Der Absolute Differentialkalkül und seine Anwendungen in Geometrie und Physik
-
Abstract Harmonic Analysis
-
Quasikonforme Abbildungen
-
Vorlesungen über Himmelsmechanik
-
Methoden der Mathematischen Physik
-
Analytische Dynamik der Punkte und Starren Körper
-
Grundprobleme der Mathematischen Theorie Elektromagnetischer Schwingungen
| SKU | Unavailable |
| ISBN 13 | 9781461567486 |
| ISBN 10 | 1461567483 |
| Title | Controlled Markov Processes |
| Author | E B Dynkin |
| Series | Grundlehren Der Mathematischen Wissenschaften |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2012-04-13 |
| Number of pages | 292 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |