文档介绍：Stochastic Mechanics Stochastic Modelling
Random Media and Applied Probability
Signal Processing
and Image Synthesis (Formerly:
Applications of Mathematics)
Mathematical Economics and Finance
Stochastic Optimization
Stochastic Control
Stochastic Models in Life Sciences 62
Edited by B. Rozovski˘ı
G. Grimmett
Advisory Board D. Dawson
D. Geman
I. Karatzas
F. Kelly
Y. Le Jan
B. Øksendal
G. Papanicolaou
E. Pardoux
Xianping Guo Onésimo Hernández-Lerma
Continuous-Time Markov
Decision Processes
Theory and Applications
Xianping Guo Onésimo Hernández-Lerma
School of Mathematics Departamento de Matemáticas
putational Science Centro de Investigación y de Estudios
Zhongshan University Avanzados del Instituto ico
Guangzhou 510275 Nacional (CINVESTAV-IPN)
People’s Republic of China Apdo Postal 14-740
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ISSN 0172-4568
ISBN 978-3-642-02546-4 e-ISBN 978-3-642-02547-1
DOI -3-642-02547-1
Springer Heidelberg Dordrecht London New York
Library of Congress Control Number: 2009935465
Mathematics Subject Classification (2000): 90C40, 93E20, 90B05, 90B22, 60J27, 60K30
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