J. Adolfo Minjárez-Sosa – författare
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2 produkter
2 produkter
Optimization, Control, and Applications of Stochastic Systems
In Honor of Onésimo Hernández-Lerma
Inbunden, Engelska, 2012
539 kr
Skickas inom 10-15 vardagar
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.
Zero-Sum Discrete-Time Markov Games with Unknown Disturbance Distribution
Discounted and Average Criteria
Häftad, Engelska, 2020
539 kr
Skickas inom 10-15 vardagar
This SpringerBrief deals with a class of discrete-time zero-sum Markov games with Borel state and action spaces, and possibly unbounded payoffs, under discounted and average criteria, whose state process evolves according to a stochastic difference equation.