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Lectures on probability theory and statistics

ecole d’eté de probabilités de Saint-Flour XXXIII - 2003

  • Dembo, Amir

Markov decision processes

discrete stochastic dynamic programming

  • Puterman, Martin L.

MATRIX-GEOMETRIC SOLUTIONS IN STOCHASTIC MODELS [+]

An Algorithmic Approach

  • Neuts, Marcel F.

Controlled Markov processes

  • Dynkin, Evgenij Borisovic

Handbook of brownian motion

facts and formulae

  • Borodin, Andrei N.

Interactive Markov chains

the quest for quantified quality

  • Hermanns, Holger

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