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Introduction to Stochastic Processesby Gregory F. Lawler

โœ Scribed by Review by: Eric S. Key

Book ID
124946389
Publisher
Society for Industrial and Applied Mathematics
Year
1998
Tongue
English
Weight
312 KB
Volume
40
Category
Article
ISSN
0036-1445

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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