Overview
- 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.)
Part of the book series: Emergence, Complexity and Computation (ECC, volume 41)
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Table of contents (18 papers)
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Front Matter
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Back Matter
Keywords
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.
Editors and Affiliations
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
DOI: https://doi.org/10.1007/978-3-030-76928-4
Publisher: Springer Cham
eBook Packages: Engineering, Engineering (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
Hardcover ISBN: 978-3-030-76927-7Published: 05 June 2021
Softcover ISBN: 978-3-030-76930-7Published: 06 June 2022
eBook ISBN: 978-3-030-76928-4Published: 04 June 2021
Series ISSN: 2194-7287
Series E-ISSN: 2194-7295
Edition Number: 1
Number of Pages: XII, 356
Number of Illustrations: 25 b/w illustrations, 42 illustrations in colour
Topics: Complexity, Data Engineering, Computational Intelligence, Applications of Nonlinear Dynamics and Chaos Theory, Probability Theory and Stochastic Processes