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OverviewThis 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. Full Product DetailsAuthor: Alexey Piunovskiy , Yi ZhangPublisher: Springer Nature Switzerland AG Imprint: Springer Nature Switzerland AG Edition: 1st ed. 2021 Volume: 41 Weight: 0.563kg ISBN: 9783030769307ISBN 10: 3030769305 Pages: 356 Publication Date: 06 June 2022 Audience: Professional and scholarly , College/higher education , Professional & Vocational , Postgraduate, Research & Scholarly Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsAverage Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities.- First Passage Exponential Optimality Problem for Semi-Markov Decision Processes.- Controlled Random Walk: Conjecture and Counter-Example.- Optimal Stopping Problems for a Family of Continuous-Time Markov Processes.- Control of Continuous-Time Markov Jump Linear Systems with PartialInformation.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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