Theory -- 18) Inventory Theory -- 19) Markov Decision Processes -- 20) Simulation -- Appendix 1

Measurement and Time Scales -- 5.2.3.Properties of Ornstein-Uhlenbeck Processes -- 5.2.3.1.Moments of the

Probability Theory and Stochastic Processes.

Transitional Probabilities, Markov Processes, and Conditional Moments -- 6.9.The Multi-Period Economy Again

Stochastic processes, finance and control : a festschrift in honor of Robert J. Elliott / Elliott

Stochastic processes.

switching autoregressions -- 3.Other Markov switching time series models -- 4.Markov switching in continuous

.Reversible Processes -- 2.3.2.Properties of Reversible Processes -- 2.3.3.Example: Analysis of Bandwidth

Markov processes.

-- 5. Conditional Distribution and Expectation -- 6. Stochastic Processes -- 7. Discrete-Time Markov

convergence of Markov processes -- Weak convergence of Markov processes -- Applications of convergence results

to the Future: Generating Moment Implications for Continuous-Time Markov Processes / Lars Peter