Markov Processes and Controlled Markov Chains by Zhenting Hou, Jerzy A. Filar, Anyue Chen
English | PDF | 2002 | 501 Pages | ISBN : 1402008031 | 35.5 MB
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 researchers. Researchers in Markov processes and controlled Markov chains have been, for a long time, aware of the synergies between these two subject areas.
