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Discrete-time Markov chains : two-time-scale methods and applications

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Table of Contents

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    Book Overview
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    Chapter 1 Introduction, Overview, and Examples
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    Chapter 2 Mathematical Preliminaries
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    Chapter 3 Asymptotic Expansions
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    Chapter 4 Occupation Measures
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    Chapter 5 Exponential Bounds
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    Chapter 6 Interim Summary and Extensions
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    Chapter 7 Stability of Dynamic Systems
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    Chapter 8 Filtering
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    Chapter 9 Markov Decision Processes
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    Chapter 10 LQ Controls
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    Chapter 11 Mean-Variance Controls
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    Chapter 12 Production Planning
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    Chapter 13 Stochastic Approximation
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