Abstract
The aim of this chapter is to develop methods and algorithms for determining the optimal solutions of stochastic discrete control problems and Markov decision problems with an infinite time horizon.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Lozovanu, D., Pickl, S. (2015). Stochastic Optimal Control Problems and Markov Decision Processes with Infinite Time Horizon. In: Optimization of Stochastic Discrete Systems and Control on Complex Networks. Advances in Computational Management Science, vol 12. Springer, Cham. https://doi.org/10.1007/978-3-319-11833-8_2
Download citation
DOI: https://doi.org/10.1007/978-3-319-11833-8_2
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-11832-1
Online ISBN: 978-3-319-11833-8
eBook Packages: Business and EconomicsBusiness and Management (R0)