Modern Trends in Controlled Stochastic Processes Theory and Applications, V.III

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...

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Bibliographic Details
Other Authors: Piunovskiy, Alexey (Editor), Zhang, Yi (Editor)
Format: eBook
Language:English
Published: Cham Springer International Publishing 2021, 2021
Edition:1st ed. 2021
Series:Emergence, Complexity and Computation
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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 Partial Information