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 provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applic

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