This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control pr

This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing sy

This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applic

This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support appro

This book introduces optimal control problems for large families of deterministic and stochastic systems with discrete or continuous time parameter. These famil