An introduction to Markovian control process
In this work an introduction to the theory of the so-called Markov Control Processes (MCPs) in discrete-time is presented. The paper intends to be self-contained emphasizing more the ideas than the technical details. In order to analyze the MCPs three rather general approaches are given. Namely, the one based upon the stochastic dynamic programming, the ``direct approach and the one related to infinite linear programming. These approaches can be applied to a great extent to optimal control problems both deterministic and stochastic and concerning discret and continuous time.NEWLINENEWLINENEWLINECertainly, the paper can be considered as a tutorial text (in Spanish) addressed to postgraduate students in mathematics interested in achieving a preliminary background on MCPs.NEWLINENEWLINEFor the entire collection see [Zbl 0948.00009].
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