Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems A Volume in Honor of Suresh Sethi /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Yan, Houmin (Επιμελητής έκδοσης), Yin, George (Επιμελητής έκδοσης), Zhang, Qing (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US, 2006.
• Σειρά: International Series in Operations Research & Management Science, 94
• Θέματα: Engineering.; Management.; Production management.; Operations research.; Decision making.; Control engineering.; Industrial engineering.; Production engineering.; Engineering economics.; Engineering economy.; Control.; Operations Management.; Engineering Economics, Organization, Logistics, Marketing.; Operation Research/Decision Theory.; Industrial and Production Engineering.

This edited volume contains sixteen research articles and 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 b...

Πίνακας περιεχομένων:

• 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.