Optimization, Control, and Applications of Stochastic Systems

In Honor of Onésimo Hernández-Lerma

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Mathematics, Game Theory, Reference & Language, Reference
Cover of the book Optimization, Control, and Applications of Stochastic Systems by , Birkhäuser Boston
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Author: ISBN: 9780817683375
Publisher: Birkhäuser Boston Publication: August 15, 2012
Imprint: Birkhäuser Language: English
Author:
ISBN: 9780817683375
Publisher: Birkhäuser Boston
Publication: August 15, 2012
Imprint: Birkhäuser
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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