Emergence, Complexity and Computation

Modern Trends in Controlled Stochastic Processes:

Theory and Applications, V.III

Editors: Piunovskiy, Alexey, Zhang, Yi (Eds.)

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  • Presents the proceedings of the International Workshop "Modern Trends in Controlled Stochastic Processes: Theory and Applications" to be held in Liverpool in 2021
  • Consists of  three sections fundamental theory of controlled stochastic processes (discrete and continuous time, multiple-objective optimization, finite and infinite time horizon, stochastic games, etc.), numerical methods for optimization (discretization, linear programming, approximations, swarm intelligence, evolutionary algorithms, etc.), and applications (queues, epidemiology, information transmission, medicine, inventory, water resources, chaos control, swarm robot control, etc.)
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eBook $189.00
price for USA in USD
  • ISBN 978-3-030-76928-4
  • Digitally watermarked, DRM-free
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  • Immediate eBook download after purchase
Hardcover $249.99
price for USA in USD
  • ISBN 978-3-030-76927-7
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
About this book

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.

 ​

Table of contents (18 chapters)

Table of contents (18 chapters)
  • Average Cost Markov Decision Processes with Semi-Uniform Feller Transition Probabilities

    Pages 1-18

    Feinberg, Eugene A. (et al.)

  • First Passage Exponential Optimality Problem for Semi-Markov Decision Processes

    Pages 19-37

    Huo, Haifeng (et al.)

  • Controlled Random Walk: Conjecture and Counter-Example

    Pages 38-56

    Piunovskiy, Alexey B.

  • Optimal Stopping Problems for a Family of Continuous-Time Markov Processes

    Pages 57-86

    Jasso-Fuentes, Héctor (et al.)

  • Control of Continuous-Time Markov Jump Linear Systems with Partial Information

    Pages 87-107

    Oliveira, André Marcorin (et al.)

Buy this book

eBook $189.00
price for USA in USD
  • ISBN 978-3-030-76928-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $249.99
price for USA in USD
  • ISBN 978-3-030-76927-7
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Modern Trends in Controlled Stochastic Processes:
Book Subtitle
Theory and Applications, V.III
Editors
  • Alexey Piunovskiy
  • Yi Zhang
Series Title
Emergence, Complexity and Computation
Series Volume
41
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-76928-4
DOI
10.1007/978-3-030-76928-4
Hardcover ISBN
978-3-030-76927-7
Series ISSN
2194-7287
Edition Number
1
Number of Pages
XII, 356
Number of Illustrations
25 b/w illustrations, 42 illustrations in colour
Topics