This book is devoted to the systematic exposition of the contemporary theory of controlled Markov processes with discrete time parameter or in another termi- nology multistage Markovian decision processes. We discuss the applications of this theory to various concrete problems. Particular attention is paid to mathe- matical models of economic planning, taking account of stochastic factors. The authors strove to construct the exposition in such a way that a reader interested in the applications can get through the book with a minimal mathe- matical apparatus. On the other hand, a mathematician...