Ergebnisse werden angezeigt für: Alexey Piunovskiy Yi Zhang (42 Ergebnisse)

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Paperback. Zustand: New. 2020 ed. This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies.Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth.The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail.Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable.

Zustand: New.

Hardback. Zustand: New. 2020 ed. This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies.Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth.The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail.Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable.

Zustand: New.

Zustand: New.

Zustand: New.

Zustand: New.

Zustand: New.

Paperback. Zustand: New. 2020 ed. This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies.Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth.The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail.Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable.

Hardback. Zustand: New. 2020 ed. This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constraints and the realizability of strategies.Three major methods of investigations are presented, based on dynamic programming, linear programming, and reduction to discrete-time problems. Although the main focus is on models with total (discounted or undiscounted) cost criteria, models with average cost criteria and with impulsive controls are also discussed in depth.The book is self-contained. A separate chapter is devoted to Markov pure jump processes and the appendices collect the requisite background on real analysis and applied probability. All the statements in the main text are proved in detail.Researchers and graduate students in applied probability, operational research, statistics and engineering will find this monograph interesting, useful and valuable.

Paperback. Zustand: New. New. book.

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Zustand: Hervorragend. Zustand: Hervorragend | Seiten: 368 | Sprache: Englisch | Produktart: Bücher | 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. ¿.

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Zustand: New. In.

Hardcover. Zustand: Brand New. 607 pages. 9.25x6.10x9.21 inches. In Stock.

Taschenbuch. Zustand: Neu. Modern Trends in Controlled Stochastic Processes: | Theory and Applications, [.] | Yi Zhang (u. a.) | Taschenbuch | xii | Englisch | 2022 | Springer Nature Switzerland | EAN 9783030769307 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Zustand: New.

Zustand: New. 1st ed. 2021 edition NO-PA16APR2015-KAP.

Taschenbuch. Zustand: Neu. Neuware -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.¿Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 368 pp. Englisch.

Buch. Zustand: Neu. Neuware -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.¿Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 368 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is acollection 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 optimalcontrol,-as well as practitioners will find this book appealing and a valuable reference.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is acollection 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 optimalcontrol,-as well as practitioners will find this book appealing and a valuable reference.

Hardcover. Zustand: Brand New. 370 pages. 9.25x6.10x9.21 inches. In Stock.

Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Features a detailed treatment of constrained problemsCovers exponential semi-Markov decision processesIncludes various unpublished results and illustrates the theory with new solved examplesIntroduces new and broad classes of str.