Modern Trends in Controlled Stochastic Processes:

Download or Read eBook Modern Trends in Controlled Stochastic Processes: PDF written by Alexey Piunovskiy and published by Springer Nature. This book was released on 2021-06-04 with total page 356 pages. Available in PDF, EPUB and Kindle.
Modern Trends in Controlled Stochastic Processes:
Author :
Publisher : Springer Nature
Total Pages : 356
Release :
ISBN-10 : 9783030769284
ISBN-13 : 3030769283
Rating : 4/5 (84 Downloads)

Book Synopsis Modern Trends in Controlled Stochastic Processes: by : Alexey Piunovskiy

Book excerpt: 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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