Dynamic Management Decision and Stochastic Control Processes
Title | Dynamic Management Decision and Stochastic Control Processes PDF eBook |
Author | Toshio Odanaka |
Publisher | World Scientific |
Pages | 240 |
Release | 1990 |
Genre | Business & Economics |
ISBN | 9789810200923 |
This book treats stochastic control theory and its applications in management. The main numerical techniques necessary for such applications are presented. Several advanced topics leading to optimal processes are dismissed. The book also considers the theory of some stochastic control processes and several applications to illustrate the ideas.
Dynamic Management Decision And Stochastic Control Processes
Title | Dynamic Management Decision And Stochastic Control Processes PDF eBook |
Author | Toshio Odanaka |
Publisher | World Scientific |
Pages | 236 |
Release | 1990-01-01 |
Genre | Technology & Engineering |
ISBN | 9814507121 |
This book treats stochastic control theory and its applications in management. The main numerical techniques necessary for such applications are presented. Several advanced topics leading to optimal processes are dismissed. The book also considers the theory of some stochastic control processes and several applications to illustrate the ideas.
Stochastic Dynamic Programming and the Control of Queueing Systems
Title | Stochastic Dynamic Programming and the Control of Queueing Systems PDF eBook |
Author | Linn I. Sennott |
Publisher | John Wiley & Sons |
Pages | 360 |
Release | 1998-09-30 |
Genre | Mathematics |
ISBN | 9780471161202 |
Eine Zusammenstellung der Grundlagen der stochastischen dynamischen Programmierung (auch als Markov-Entscheidungsprozeß oder Markov-Ketten bekannt), deren Schwerpunkt auf der Anwendung der Queueing-Theorie liegt. Theoretische und programmtechnische Aspekte werden sinnvoll verknüpft; insgesamt neun numerische Programme zur Queueing-Steuerung werden im Text ausführlich diskutiert. Ergänzendes Material kann vom zugehörigen ftp-Server abgerufen werden. (12/98)
Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott
Title | Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott PDF eBook |
Author | Samuel N Cohen |
Publisher | World Scientific |
Pages | 605 |
Release | 2012-08-10 |
Genre | Mathematics |
ISBN | 9814483915 |
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineering. Paper contributors include colleagues, collaborators and former students of Robert Elliott, many of whom are world-leading experts and have made fundamental and significant contributions to these areas.This book provides new important insights and results by eminent researchers in the considered areas, which will be of interest to researchers and practitioners. The topics considered will be diverse in applications, and will provide contemporary approaches to the problems considered. The areas considered are rapidly evolving. This volume will contribute to their development, and present the current state-of-the-art stochastic processes, analysis, filtering and control.Contributing authors include: H Albrecher, T Bielecki, F Dufour, M Jeanblanc, I Karatzas, H-H Kuo, A Melnikov, E Platen, G Yin, Q Zhang, C Chiarella, W Fleming, D Madan, R Mamon, J Yan, V Krishnamurthy.
The Elements of Joint Learning and Optimization in Operations Management
Title | The Elements of Joint Learning and Optimization in Operations Management PDF eBook |
Author | Xi Chen |
Publisher | Springer Nature |
Pages | 444 |
Release | 2022-09-20 |
Genre | Business & Economics |
ISBN | 3031019261 |
This book examines recent developments in Operations Management, and focuses on four major application areas: dynamic pricing, assortment optimization, supply chain and inventory management, and healthcare operations. Data-driven optimization in which real-time input of data is being used to simultaneously learn the (true) underlying model of a system and optimize its performance, is becoming increasingly important in the last few years, especially with the rise of Big Data.
Stochastic Systems
Title | Stochastic Systems PDF eBook |
Author | P. R. Kumar |
Publisher | SIAM |
Pages | 371 |
Release | 2015-12-15 |
Genre | Mathematics |
ISBN | 1611974259 |
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
Controlled Markov Processes and Viscosity Solutions
Title | Controlled Markov Processes and Viscosity Solutions PDF eBook |
Author | Wendell H. Fleming |
Publisher | Springer Science & Business Media |
Pages | 436 |
Release | 2006-02-04 |
Genre | Mathematics |
ISBN | 0387310711 |
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.