Markov Processes and Controlled Markov Chains, Zhenting Hou; Jerzy A. Filar; Anyue Chen

Автор: Fleming Wendell H., Soner H.M.
Название: Controlled Markov Processes and Viscosity Solutions
ISBN: 0387260455 ISBN-13(EAN): 9780387260457
Издательство: Springer
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Цена: 18167.00 р.
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Описание: This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Автор: Wendell H. Fleming; Halil Mete Soner
Название: Controlled Markov Processes and Viscosity Solutions
ISBN: 1441920781 ISBN-13(EAN): 9781441920782
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

Автор: E. B. Dynkin; J. M. Danskin; C. Holland; A. A. Yus
Название: Controlled Markov Processes
ISBN: 1461567483 ISBN-13(EAN): 9781461567486
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This book is devoted to the systematic exposition of the contemporary theory of controlled Markov processes with discrete time parameter or in another termi- nology multistage Markovian decision processes.

Автор: Prieto-Rumeau Tomas Et Al
Название: Selected Topics On Continuous-Time Controlled Markov Chains And Markov Games
ISBN: 1848168489 ISBN-13(EAN): 9781848168480
Издательство: World Scientific Publishing
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Цена: 14414.00 р.
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Описание: Deals with continuous-time controlled Markov chains and Markov games. This book proposes assumptions on the control and game models that are easily verifiable (and verified) in practice. It also analyzes algorithmic and computational issues.

Автор: Richard Boucherie; Nico M van Dijk
Название: Markov Decision Processes in Practice
ISBN: 3319477641 ISBN-13(EAN): 9783319477640
Издательство: Springer
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Цена: 30745.00 р.
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Описание: This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach.

Автор: Gagniuc, Paul A.,
Название: Markov Chains: From Theory to Implementation and E xperimentation
ISBN: 1119387558 ISBN-13(EAN): 9781119387558
Издательство: Wiley
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Цена: 16466.00 р.
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Описание: A fascinating and instructive guide to Markov chains for experienced users and newcomers alike This unique guide to Markov chains approaches the subject along the four convergent lines of mathematics, implementation, simulation, and experimentation.

Автор: Chang Hyeong Soo
Название: Simulation-based Algorithms for Markov Decision Processes
ISBN: 144715021X ISBN-13(EAN): 9781447150213
Издательство: Springer
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Цена: 19591.00 р.
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Описание: The updated 2nd edition of this book covers MDPs in constrained settings and with uncertain transition properties; approximation stochastic annealing, a population-based on-line simulation-based algorithm; game-theoretic method for solving MDPs and more.

Автор: Zhenting Hou; Jerzy A. Filar; Anyue Chen
Название: Markov Processes and Controlled Markov Chains
ISBN: 1402008031 ISBN-13(EAN): 9781402008030
Издательство: Springer
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Цена: 19564.00 р.
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Описание: Researchers in Markov processes and controlled Markov chains have been aware of the synergies between these two subject areas. This volume highlights these synergies and emphasizes the contributions of the Chinese school of probability. The chapters reflect both the maturity and the vitality of Markov processes and controlled Markov chains.