Continuous-time Markov decision processes : Borel space models and general control strategies / Alexey Piunovskiy, Yi Zhang ; foreword by Albert Nikolaevich Shiryaev.
This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constra...
Full description
Saved in: