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This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze c
Stochastic Control in Insurance
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Yet again, here is a Springer volume that offers readers something completely new. Until now, solved examples of the application of stochastic control to actuar
Stochastic Control in Discrete and Continuous Time
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This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1),
Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
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This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimizati
Stochastic Modelling and Control
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This book aims to provide a unified treatment of input/output modelling and of control for discrete-time dynamical systems subject to random disturbances. The r