A broad range of optimization problems in applications such as healthcare operations, revenue management, telecommunications, high-performance computing, logist

This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single co

Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, an

Put together by two top researchers in the Far East, this text examines Markov Decision Processes - also called stochastic dynamic programming - and their appli