Modern Trends in Controlled Stochastic Processes: - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Modern Trends in Controlled Stochastic Processes: write by Alexey Piunovskiy. This book was released on 2021-06-04. Modern Trends in Controlled Stochastic Processes: available in PDF, EPUB and Kindle. 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.
Modern Trends in Controlled Stochastic Processes
Modern Trends in Controlled Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Modern Trends in Controlled Stochastic Processes write by Alexey B. Piunovskiy. This book was released on 2010-09. Modern Trends in Controlled Stochastic Processes available in PDF, EPUB and Kindle. World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise deterministic processes etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several numerical methods, index-based approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization and Information Transmission. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.
Modern Trends in Controlled Stochastic Processes: Theory and Applications
Modern Trends in Controlled Stochastic Processes: Theory and Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Modern Trends in Controlled Stochastic Processes: Theory and Applications write by Alexey Piunovskiy. This book was released on 2015-12-15. Modern Trends in Controlled Stochastic Processes: Theory and Applications available in PDF, EPUB and Kindle. World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, Controlled Diffusions, etc, with a wide range of performance functionals. One of the aims is to give a general view on the state-of-the-art. The authors use Dynamic Programming, Convex Analytic Approach, several Approximate and Numerical Methods, Index-Based Approach and so on. Most chapters either contain well developed examples, or are entirely devoted to the application of the mathematical control theory to real life problems from such fields as Insurance, Portfolio Optimization, Control of Water Resources, Information Transmission, Quality Control, Pollution Control and so on. The book will enable researchers, academics and research students to get a sense of novel results, concepts, models, methods, and applications of controlled stochastic processes.
Controlled Stochastic Processes
Controlled Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Controlled Stochastic Processes write by I. I. Gihman. This book was released on 2012-12-06. Controlled Stochastic Processes available in PDF, EPUB and Kindle. The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.
Optimization, Control, and Applications of Stochastic Systems
Optimization, Control, and Applications of Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimization, Control, and Applications of Stochastic Systems write by Daniel Hernández-Hernández. This book was released on 2012-08-15. Optimization, Control, and Applications of Stochastic Systems available in PDF, EPUB and Kindle. This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.
