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Modern Trends in Controlled Stochastic Processes:

Theory and Applications, V.III
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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.  ​
Release date NZ
June 6th, 2022
Contributors
  • Edited by Alexey Piunovskiy
  • Edited by Yi Zhang
Pages
356
Edition
1st ed. 2021
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Illustrations
42 Illustrations, color; 25 Illustrations, black and white; XII, 356 p. 67 illus., 42 illus. in color.
ISBN-13
9783030769307
Product ID
35844446

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