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Cover of Optimization, Control, and Applications of Stochastic Systems

Optimization, Control, and Applications of Stochastic Systems

In Honor of Onésimo Hernández-Lerma

by Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa

Birkhauser

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9780817683368
ISBN-10
0817683364
Authors
Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa
Publisher
Birkhauser
Condition
New
See all