Good introductory book for Markov kernel, Markov decision process and its application

Question

I know there are related questions about Markov process, such as:

Good introductory book for Markov processes

However, for example in my textbook Probability, Statistics, and Random Processes for Electrical Engineering, there is no mention about markov kernel and MDP. My research will use part of them in dynamic system.

I am wondering is there any textbook covering theses topics and with complete and clear introduction? It is better if there are applications of them in such as dynamic system or network system.

Answer 1

MDP's occur in a decent number of contexts, so you might want to be more specific about what you're looking for.

The usual introduction for MDPs for engineers would be something like like Bertsekas' Dynamic programming and optimal control (particularly volume 2). If you're working in dynamical systems, this is probably the minimum (and the references therewithin).

Something simpler (and more machine learning oriented) would be Sutton and Barto's reinforcement learning.