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 trad

World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, controlled diffusions, piece-wise determini

World leading experts give their accounts of the modern mathematical models in the field: Markov Decision Processes, Controlled Diffusions, etc, with a wide ran

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering

The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spac