 | Optimization, Control, and Applications of Stochastic Systems Thisnbsp;volume provides a general overview ofnbsp;discrete- and continuous-time Markov control processes and stochastic games, along withnbsp;a look atnbsp;the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms,nbsp;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. Itnbsp;may also serve as a supplemental text for graduate courses in optimal control and dynamic games. |
