Könyv Modern Trends in Controlled Stochastic Processes: Alexey Piunovskiy

Modern Trends in Controlled Stochastic Processes:

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
76 557 Ft
This book presents state-of-the-art solution methods and applications of stochastic optimal control....

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2021
oldal
368
EAN
9783030769277
ISBN
3030769275
Enbook ID
36311730
Súly
717
Méretek
160 x 241 x 25

Teljes leírás

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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