Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes, a

Continuous time parameter Markov chains have been useful for modeling various random phenomena occurring in queueing theory, genetics, demography, epidemiology,

This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing system

Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operation

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar