Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
Springer-Verlag New York Inc.
978-1-4419-4148-0 (ISBN)
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.
Erscheint lt. Verlag | 19.11.2010 |
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Reihe/Serie | International Series in Operations Research Management Science ; 94 |
Zusatzinfo | 36 Illustrations, black and white; XLVI, 360 p. 36 illus. |
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
Technik ► Elektrotechnik / Energietechnik | |
Technik ► Maschinenbau | |
Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management | |
ISBN-10 | 1-4419-4148-7 / 1441941487 |
ISBN-13 | 978-1-4419-4148-0 / 9781441941480 |
Zustand | Neuware |
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