Modern Trends in Controlled Stochastic Processes:

Released on by Alexey Piunovskiy
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  • Modern Trends in Controlled Stochastic Processes: Book Detail

  • Author : Alexey Piunovskiy
  • Release Date : 2021-06-04
  • Publisher : Springer Nature
  • Genre : Technology & Engineering
  • Pages : 356
  • ISBN 13 : 3030769283
  • File Size : 54,54 MB
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Modern Trends in Controlled Stochastic Processes: by Alexey Piunovskiy PDF Summary

Book 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. ​

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Controlled Stochastic Processes

Controlled Stochastic Processes

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The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for