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.
Edited by:
Alexey Piunovskiy, Yi Zhang Imprint: Springer Nature Switzerland AG Country of Publication: Switzerland Edition: 2021 ed. Volume: 41 Dimensions:
Height: 235mm,
Width: 155mm,
Weight: 563g ISBN:9783030769307 ISBN 10: 3030769305 Series:Emergence, Complexity and Computation Pages: 356 Publication Date:06 June 2022 Audience:
Professional and scholarly
,
College/higher education
,
Undergraduate
,
Further / Higher Education
Format:Paperback Publisher's Status: Active