Workshop: modern trends in controlled stochastic processes: theory and applications
Workshop: modern trends in controlled stochastic processes: theory and applications
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 --
中文摘要
经过初步接触,我们有超过25名海外参与者和5名来自利物浦以外的潜在英国参与者。如果我们在数学科学系(利物浦大学)增加5名工作人员和研究生,我们就会得到最初的名单,这个名单将在晚些时候稍微扩大到40名参与者。根据题目,在纯数学问题之间,如控制模型的构造,它们的性质,近似等,以及基于发达理论的实际应用,如互联网的拥堵管理,经济和保险的风险管理,库存控制,流行病的最佳干预等,将有一个很好的平衡。目前,我们有研讨会的时间表草案,在支持案例中描述。与会者将被允许进行20-25分钟的正式演讲。此外,他们将有充足的时间进行非正式交流,建立和发展研究联系。从支持案例中可以看出,研讨会将有许多世界领先的科学家,以及有才华的年轻研究人员和博士生参加。
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.
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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
Modern Trends in Controlled Stochastic Processes: - Theory and Applications, V.III
受控随机过程的现代趋势:- 理论与应用,V.III
DOI:
10.1007/978-3-030-76928-4_3
发表时间:
2021
期刊:
影响因子:
--
作者:
[Piunovskiy A]
通讯作者:
Piunovskiy A
共 9 条
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
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资助金额:$1.63万
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财政年份:2010
-
负责人:A Piunovskiy
-
依托单位:
海外基金