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Modern trends in controlled stochast...

Piunovskiy, Alexey.

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Modern trends in controlled stochastic processes: = theory and applications.. V.III /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Modern trends in controlled stochastic processes:/ edited by Alexey Piunovskiy, Yi Zhang.
Reminder of title:	theory and applications.
other author:	Piunovskiy, Alexey.
Published:	Cham :Springer International Publishing : : 2021.,
Description:	xii, 356 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer Nature eBook
Subject:	Stochastic control theory. -
Online resource:	https://doi.org/10.1007/978-3-030-76928-4
ISBN:	9783030769284

Modern trends in controlled stochastic processes: = theory and applications.. V.III /
Modern trends in controlled stochastic processes:theory and applications.V.III /[electronic resource] :edited by Alexey Piunovskiy, Yi Zhang. - Cham :Springer International Publishing :2021. - xii, 356 p. :ill., digital ;24 cm. - Emergence, complexity and computation,v.412194-7287 ;. - Emergence, complexity and computation ;v.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.

ISBN: 9783030769284

Standard No.: 10.1007/978-3-030-76928-4doiSubjects--Topical Terms:

647881
Stochastic control theory.

LC Class. No.: QA402.37

Dewey Class. No.: 519.23

Modern trends in controlled stochastic processes: = theory and applications.. V.III /
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300 $a xii, 356 p. : $b ill., digital ; $c 24 cm.
490 1 $a Emergence, complexity and computation, $x 2194-7287 ; $v v.41
505 0 $a 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.
520 $a 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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650 2 4 $a Applications of Nonlinear Dynamics and Chaos Theory. $3 3134772
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
700 1 $a Piunovskiy, Alexey. $3 3505570
700 1 $a Zhang, Yi. $3 1029786
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