Stochastic Modeling and Optimization

With Applications in Queues, Finance, and Supply Chains

David D. Yao, Hanquin Zhang, Xun Yu Zhou

480 pages, parution le 06/02/2003

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Résumé

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.

Contents

Discrete-time Singularly Perturbed Markov Chains
Nearly Optimal Controls of Markovian Systems
Stochastic Approximation, with Applications
Performance Potential Based Optimization and MDPs
An Interior-Point and Decomposition Approach to Stochastic Programming
A Brownian Model of Stochastic Processing Networks
Stability of General Processing Networks
Large Deviations, Long-Range Dependence, and Queues
Markowitz's World in Continuous Time, and Beyond
Variance Minimization in Stochastic Systems
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

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	David D. Yao, Hanquin Zhang, Xun Yu Zhou
Parution	06/02/2003
Nb. de pages	480
Format	16 x 24
Couverture	Relié
Poids	808g
Intérieur	Noir et Blanc
EAN13	9780387955827
ISBN13	978-0-387-95582-7