Buch, Englisch, Band 41, 356 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 557 g
Theory and Applications, V.III
Buch, Englisch, Band 41, 356 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 557 g
Reihe: Emergence, Complexity and Computation
ISBN: 978-3-030-76930-7
Verlag: Springer International Publishing
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Naturwissenschaften Physik Angewandte Physik Statistische Physik, Dynamische Systeme
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik EDV | Informatik Angewandte Informatik Computeranwendungen in Wissenschaft & Technologie
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik EDV | Informatik Informatik Künstliche Intelligenz
- Technische Wissenschaften Technik Allgemein Computeranwendungen in der Technik
- Mathematik | Informatik EDV | Informatik Informatik Berechenbarkeitstheorie, Komplexitätstheorie
Weitere Infos & Material
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 PartialInformation.