Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems (häftad)
Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
360
Utgivningsdatum
2010-02-12
Upplaga
Softcover reprint of hardcover 1st ed. 2006
Förlag
Springer-Verlag New York Inc.
Medarbetare
Yan, Houmin (ed.), Zhang, Qing (ed.), Yin, G. George (ed.)
Illustrationer
11 Tables, black and white; 36 Illustrations, black and white; XLVI, 360 p. 36 illus.
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9781441941480
Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems (häftad)

Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems

A Volume in Honor of Suresh Sethi

Häftad Engelska, 2010-02-12
1969
Skickas inom 10-15 vardagar.
Fri frakt inom Sverige för privatpersoner.
Finns även som
Visa alla 2 format & utgåvor
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
Visa hela texten

Passar bra ihop

  1. Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
  2. +
  3. Summary of I Will Teach You to Be Rich

De som köpt den här boken har ofta också köpt Summary of I Will Teach You to Be Rich av Instaread Summaries (häftad).

Köp båda 2 för 2064 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Bloggat om Stochastic Processes, Optimization, and C...

Innehållsförteckning

TCP-AQM Interaction: Periodic Optimization via Linear Programming.- Explicit Solutions of Linear Quadratic Differential Games.- Extended Generators of Markov Processes and Applications.- Control of Manufacturing Systems with Delayed Inspection and Limited Capacity.- Admission Control in the Presence of Priorities: A Sample Path Approach.- Some Bilinear Stochastic Equations with a Fractional Brownian Motion.- Two Types of Risk.- Optimal Production Policy in a Stochastic Manufacturing System.- A Stochastic Control Approach to Optimal Climate Policies.- Characterization of Just in Time Sequencing via Apportionment.- Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.- Hedging Options with Transaction Costs.- Supply Portfolio Selection and Execution with Demand Information Updates.- A Regime-Switching Model for European Options.- Pricing American Put Options Using Stochastic Optimization Methods.- Optimal Portfolio Application with Double-Uniform Jump Model.