Book review: Introduction to stochastic processes. G.F. Lawler, Chapman & Hall, New York, 1996. ix+176pp. £27.00 (hardback) ISBN 0-412-99511-5

✍ Scribed by Janssen, J.

• Book ID: 101276120
• Publisher: John Wiley and Sons
• Year: 1996
• Tongue: English
• Weight: 77 KB
• Volume: 12
• Category: Article
• ISSN: 8755-0024
• DOI: 10.1002/(sici)1099-0747(199612)12:4<282::aid-asm2193>3.0.co;2-2

✦ Synopsis

2. Markov Control Processes 3. Finite-horizon Problems 4. Infinite-horizon Discounted Cost 5. Long-run Average-cost Problems 6. The Linear Programming Formulation Appendix A: Miscellaneous Results including the demonstration of the well-known and very often systematically used Bellman principle and the interaction with Howard's approach and the linear programming technique. This book is devoted to people with a strong mathematical structure but must also interest people treating applications in operations research, management science, economics as well as in engineering.