Optimization, Control, and Applications of Stochastic Systems: In Honor of Onesimo Hernandez-Lerma (Systems & Control: Foundations & Applications) - Tapa dura
Libro 33 de 55: Systems & Control: Foundations & Applications
Sinopsis
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.
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De la contraportada
Compiled in honor of Onésimo Hernández-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, the book provides an overview of their wide-ranging applications and theoretical developments. These topics include various aspects of dynamic programming, discounted and average optimality criteria for discrete- and continuous-time control processes, approximation algorithms, optimal stopping, and games.
The work comprises 18 carefully selected papers written by experts in their respective fields, and explores five major themes:
* discrete-time Markov control processes;
* several optimality criteria;
* applications in inventory systems and finance;
* stochastic optimal control problems for diffusion;
* optimization.
This book 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 its applications.
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Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma (Systems & Control: Foundations & Applications)
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Optimization, Control, and Applications of Stochastic Systems : In Honor of Onesimo Hernandez-Lerma
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Optimization, Control, and Applications of Stochastic Systems (Hardcover)
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Birkhauser Boston Inc, Secaucus, 2012
ISBN 10: 0817683364
ISBN 13: 9780817683368
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Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9780817683368
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Optimization, Control, and Applications of Stochastic Systems : In Honor of Onesimo Hernandez-Lerma
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Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma (Systems & Control: Foundations & Applications)
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Optimization, Control, and Applications of Stochastic Systems
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Birkhäuser Boston Aug 2012, 2012
ISBN 10: 0817683364
ISBN 13: 9780817683368
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 340 pp. Englisch. Nº de ref. del artículo: 9780817683368
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Optimization, Control, and Applications of Stochastic Systems
Publicado por
Birkhauser Boston Inc, 2012
ISBN 10: 0817683364
ISBN 13: 9780817683368
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Condición: New. Compiled in honor of the celebrated Mexican mathematician, this volume has contributions from leading researchers in the field of stochastic systems, and covers recent theoretical developments as well as key concepts, techniques, and applications. Editor(s): Hernandez-Hernandez, Daniel; Minjarez-Sosa, J. Adolfo. Series: Systems & Control: Foundations and Applications. Num Pages: 336 pages, 1 black & white illustrations, 7 colour illustrations, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 23. Weight in Grams: 672. . 2012. Hardback. . . . . Nº de ref. del artículo: V9780817683368
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Optimization, Control, and Applications of Stochastic Systems: In Honor of Onesimo Hernandez-Lerma
Publicado por
Birkhauser Boston Inc, 2012
ISBN 10: 0817683364
ISBN 13: 9780817683368
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Optimization, Control, and Applications of Stochastic Systems: In Honor of Onesimo Hernandez-lerma
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Hardcover. Condición: Brand New. 2012 edition. 336 pages. 9.25x6.25x1.00 inches. In Stock. Nº de ref. del artículo: x-0817683364
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Optimization, Control, and Applications of Stochastic Systems
Publicado por
Birkhauser Boston Inc, 2012
ISBN 10: 0817683364
ISBN 13: 9780817683368
Nuevo
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Compiled in honor of the celebrated Mexican mathematician, this volume has contributions from leading researchers in the field of stochastic systems, and covers recent theoretical developments as well as key concepts, techniques, and applications. Editor(s): Hernandez-Hernandez, Daniel; Minjarez-Sosa, J. Adolfo. Series: Systems & Control: Foundations and Applications. Num Pages: 336 pages, 1 black & white illustrations, 7 colour illustrations, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 23. Weight in Grams: 672. . 2012. Hardback. . . . . Books ship from the US and Ireland. Nº de ref. del artículo: V9780817683368
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