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Modern Trends in Controlled Stochastic Processes: - Theory and Applications, V.III (Paperback, 1st ed. 2021)
Loot Price: R5,599
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Modern Trends in Controlled Stochastic Processes: - Theory and Applications, V.III (Paperback, 1st ed. 2021)
Series: Emergence, Complexity and Computation, 41
Expected to ship within 10 - 15 working days
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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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