Modern Trends in Controlled Stochastic Processes:(Emergence, Complexity and Computation)

受控随机过程的现代趋势:理论与应用 第3卷

工业工程学

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作      者
出  版 社
出版时间
2021年05月06日
装      帧
精装
ISBN
9783030769277
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开      本
9.21 x 6.14 x 0.88
语      种
英文
版      次
1
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图书简介
This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is acollection 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 optimalcontrol,-as well as practitioners will find this book appealing and a valuable reference.?
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