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

This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the

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