Cont Markov Chains
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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.