Modern Trends in Controlled Stochastic Processes: Theory and Applications, V.III / [electronic resource] :
edited by Alexey Piunovskiy, Yi Zhang.
- 1st ed. 2021.
- XII, 356 p. 67 illus., 42 illus. in color. online resource.
- Emergence, Complexity and Computation, 41 2194-7295 ; .
- Emergence, Complexity and Computation, 41 .
Average 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 Partial Information.
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. .
9783030769284
10.1007/978-3-030-76928-4 doi
Dynamics.
Nonlinear theories.
Engineering—Data processing.
Computational intelligence.
Nonlinear Optics.
Stochastic analysis.
Applied Dynamical Systems.
Data Engineering.
Computational Intelligence.
Nonlinear Optics.
Stochastic Analysis.
TA352-356 QC20.7.N6
515.39
Average 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 Partial Information.
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. .
9783030769284
10.1007/978-3-030-76928-4 doi
Dynamics.
Nonlinear theories.
Engineering—Data processing.
Computational intelligence.
Nonlinear Optics.
Stochastic analysis.
Applied Dynamical Systems.
Data Engineering.
Computational Intelligence.
Nonlinear Optics.
Stochastic Analysis.
TA352-356 QC20.7.N6
515.39