Stochastic Modeling and Optimization
With Applications in Queues, Finance, and Supply Chains
(Sprache: Englisch)
This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in...
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This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.
Inhaltsverzeichnis zu „Stochastic Modeling and Optimization “
Discrete-time Singularly Perturbed Markov Chains Nearly Optimal Controls of Markovian Systems Stochastic Approximation, with Applications Performance Potential Based Optimization and Markov Decision Processes An Interior-Point and Decomposition Approach to Stochastic Programming Stability of General Processing Networks Large Deviations, Long-Range Dependence, and Queues Markowitz's World in Continuous Time, and Beyond A Markov Chain Method for Pricing Contingent Claims Stochastic Network Models and Optimization of a Hospital System Optimal Airline Booking Control with Cancellations Information Revision and Decision Making in Supply Chain Management
Bibliographische Angaben
- Autoren: Maurice M. Reeder , Hangin Zhang , Xun Yu Zhou
- 2003, 468 Seiten, Maße: 16,5 x 24,2 cm, Gebunden, Englisch
- Herausgegeben:Zhou, X. Y.; Yao, D. D.; Zhang, H.
- Herausgegeben: David D. Yao, Hanqin Zhang, Xun Yu Zhou
- Verlag: Springer
- ISBN-10: 0387955828
- ISBN-13: 9780387955827
Sprache:
Englisch
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