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Random Evolutions, Markov Chains, and Systems of Partial Differential Equations

โœ Scribed by R. J. Griego and R. Hersh


Book ID
123648975
Publisher
National Academy of Sciences
Year
1969
Tongue
English
Weight
419 KB
Volume
62
Category
Article
ISSN
0027-8424

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โœ Hou, Zhenting; Filar, Jerzy A.; Chen, Anyue ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Springer US ๐ŸŒ English โš– 839 KB

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