Modern Trends in Controlled Stochastic Processes: Theory and Applications, Volume II - Hardcover

Hardcover

ISBN 10: 1905986459 ISBN 13: 9781905986453

Publisher: Luniver Press, 2015

Synopsis

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.

About this edition

• Publisher: Luniver Press
• Publication date: 2015
• ISBN 10: 1905986459
• ISBN 13: 9781905986453
• Binding: Hardcover
• Number of pages: 322
• Editor: Piunovskiy Alexey