Discrete-Time Markov Control Processes: Basic Optimality Criteria

This book provides a unified, comprehensive treatment of some recent theoretical developments on Markov control processes. Interest is mainly confined to MCPs with Borel state and control spaces, and possibly unbounded costs and non-compact control constraint sets. The control model studied is sufficiently general to include virtually all the usual discrete-time shastic control models that appear in applications to engineering, economics, mathematical population processes, operations research…