Modern Trends in Controlled Stochastic Processes:
Theory and Applications, V.III
1st Edition
Published on 4. June 2021
XII, 356 pages
978-3-030-76928-4 (ISBN)
Description
This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is a collection of extended papers discussed at the traditional Liverpool workshop on controlled stochastic processes with participants from both the east and the west. New problems are formulated, and progresses of ongoing research are reported.
Topics covered in this book include theoretical results and numerical methods for Markov and semi-Markov decision processes, optimal stopping of Markov processes, stochastic games, problems with partial information, optimal filtering, robust control, Q-learning, and self-organizing algorithms. Real-life case studies and applications, e.g., queueing systems, forest management, control of water resources, marketing science, and healthcare, are presented.Scientific researchers and postgraduate students interested in stochastic optimal control,- as well as practitioners will find this book appealing and a valuable reference.
More details
Series
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Product notice
Reflowable
Illustrations
XII, 356 p. 67 illus., 42 illus. in color.
File size
22,13 MB
ISBN-13
978-3-030-76928-4 (9783030769284)
DOI
10.1007/978-3-030-76928-4
Schweitzer Classification
Other editions
Additional editions
Alexey Piunovskiy | Yi Zhang
Modern Trends in Controlled Stochastic Processes:
Theory and Applications, V.III
Book
06/2021
Springer
€213.99
Shipment within 7-9 days
Content
Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities.- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes.- Controlled Random Walk: Conjecture and Counter-Example.- Optimal Stopping Problems for a Family of Continuous-Time Markov Processes.- Control of Continuous-Time Markov Jump Linear Systems with PartialInformation.
