Markov Processes and Control Theory

Markov Processes and Controlled Markov C

📁 Markov Processes and Controlled Markov Chains

✍ E. B. Dynkin (auth.), Zhenting Hou, Jerzy A. Filar, Anyue Chen (eds.) 📂 Library 📅 2002 🏛 Springer US 🌐 English

<p><P>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 r

Markov Processes and Potential Theory

📁 Markov Processes and Potential Theory

✍ R. M., & Getoor, R. K. Blumenthal 📂 Library 📅 1968 🏛 AP 🌐 French

Markov Processes and Potential Theory

📁 Markov Processes and Potential Theory

✍ R.M. Blumenthal, R.K. Getoor 📂 Library 📅 1968 🏛 Academic Press Inc.,U.S. 🌐 English

This graduate-level text explores the relationship between Markov processes and potential theory, in addition to aspects of the theory of additive functionals. Topics include Markov processes, excessive functions, multiplicative functionals and subprocesses, and additive functionals and their potent

Markov Processes and Quantum Theory

📁 Markov Processes and Quantum Theory

✍ Masao Nagasawa 📂 Library 📅 2021 🏛 Birkhäuser 🌐 English

This book discusses quantum theory as the theory of random (Brownian) motion of small particles (electrons etc.) under external forces. Implying that the Schrödinger equation is a complex-valued evolution equation and the Schrödinger function is a complex-valued evolution function, important applica

Markov processes and potential theory

📁 Markov processes and potential theory

✍ R. M., & Getoor, R. K. Blumenthal 📂 Library 📅 1968 🏛 Academic Press 🌐 English

This graduate-level text explores the relationship between Markov processes and potential theory, in addition to aspects of the theory of additive functionals. Topics include Markov processes, excessive functions, multiplicative functionals and subprocesses, and additive functionals and their potent

Controlled Markov Processes and Viscosit

📁 Controlled Markov Processes and Viscosity Solutions

✍ Wendell H. Fleming, Halil Mete Soner 📂 Library 📅 2005 🏛 Springer 🌐 English

<P>This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this seco