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Optimization, Control, and Applications of Stochastic Systems

In Honor of Onésimo Hernández-Lerma

Gebonden Engels 2012 2012e druk 9780817683368
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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 applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields.

Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.

Specificaties

ISBN13:9780817683368
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:309
Druk:2012

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          Optimization, Control, and Applications of Stochastic Systems