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Cont Markov Chains



ISBN 9780582068216
Published April 30, 1991 by Chapman and Hall/CRC
179 Pages

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Book Description

This work describes the results and developments of recent work in the area of controlled Markov chains. The topics covered in this book include ergodic control in dynamic programming, adaptive control in the Kumar-Becker-Lin scheme and the discounted cost problem.

Table of Contents

Markov chains - a review; controlled Markov chains; the discounted cost problem; finite time control problems; ergodic - existence results; ergodic control - dynamic programming; multiobject control problems; control under partial observations; adaptive control - the raw self-tuner; adaptive control - the Kumar-Becker-Lin scheme; concluding remarks. Appendices: spaces of probability measures.

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Author(s)

Biography

Borkar\,