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Workshop: modern trends in controlled stochastic processes: theory and applications

Workshop: modern trends in controlled stochastic processes: theory and applications
研讨会:受控随机过程的现代趋势:理论与应用
批准号:
EP/T018216/1
负责人:
A Piunovskiy
金额:
$5.3万
依托单位:
依托单位国家:
英国
项目类别:
Research Grant
财政年份:
2020
资助国家:
英国
项目状态:
已结题
起止时间:
2020 至 --

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中文摘要
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英文摘要
After preliminary contacts, we have more than 25 overseas participants and 5 prospective British participants from outside Liverpool. If we add 5 members of staff and research students at the Department of Mathematical Sciences (University of Liverpool) we obtain the initial list which will be slightly extended at a later date up to 40 participants. According to the title, there will be a good balance between purely mathematical issues like construction of the controlled models, their properties, approximations etc, and practical applications based on the developed theory, like congestion management in Internet, risk management in economics and insurance, inventory control, optimal interventions in epidemics, etc. At the moment, we have the draft schedule of the workshop, described in the Case for Support. The participants will be allowed to give 20-25-minutes long official presentations. Besides they will have plenty of time to communicate informally, to create and develop research links. As can be seen from the Case for Support, the workshop will involve many world leading scientists, along with talented young researchers and PhD students.
期刊论文(10)
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会议论文
DOI: 10.1137/21m1444060
发表时间: 2021-12
期刊: SIAM J. Control. Optim.
影响因子: --
作者: [A. Piunovskiy;Yi Zhang]
通讯作者: A. Piunovskiy;Yi Zhang
Turnpikes in finite Markov decision processes and random walk
有限马尔可夫决策过程和随机游走中的收费公路
DOI: 10.4213/tvp5528
发表时间: 2023
期刊: ?????? ???????????? ? ?? ??????????
影响因子: --
作者: [Piunovskiy A]
通讯作者: Piunovskiy A
DOI: 10.1017/apr.2020.64
发表时间: 2021-06-01
期刊: ADVANCES IN APPLIED PROBABILITY
影响因子: 1.2
作者: [Guo, Xin, Kurushima, Aiko, Zhang, Yi]
通讯作者: Zhang, Yi
Extreme Occupation Measures in Markov Decision Processes with an Absorbing State
吸收态马尔可夫决策过程中的极端占用测度
DOI: 10.1137/23m1572398
发表时间: 2024
期刊: SIAM Journal on Control and Optimization
影响因子: 2.2
作者: [Piunovskiy A]
通讯作者: Piunovskiy A
9
    Workshop: modern trends in controlled stochastic processes: theory and applications
    • 批准号:
      EP/M017206/1
    • 项目类别:
      Research Grant
    • 资助金额:
      $4.06万
    • 财政年份:
      2015
    • 负责人:
      A Piunovskiy
    • 依托单位:
    Workshop: Modern trends in controlled stochastic jump processes: theory and applications
    • 批准号:
      EP/I001328/1
    • 项目类别:
      Research Grant
    • 资助金额:
      $1.63万
    • 财政年份:
      2010
    • 负责人:
      A Piunovskiy
    • 依托单位:
    海外基金