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Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma
Hardcover
Series: Systems & Control: Foundations & Applications
Business GeneralGeneral Mathematics
ISBN13: 9780817683368
Publisher: Springer Nature
Published: Aug 15 2012
Pages: 309
Weight: 1.35
Height: 0.90 Width: 6.10 Depth: 9.10
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.
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