Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains - Brossura

 
9781441930651: Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
Brossura
ISBN 10: 1441930655 ISBN 13: 9781441930651
Casa editrice: Springer, 2011

Sinossi

This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

From the reviews:

"The Workshop Stochastic Models and Optimization ... in May 2001, forms the basis of the present volume. 14 papers from about 60 presentations at the workshop were selected and thoroughly revised making self-contained chapters of a book for a broad audience. It highlighted some recent advances in applied probability achieved mainly by scientists with Chinese background. ... The book seems to be very suitable for seminar studies at the graduate level." (Hans-Joachim Girlich, OR News, 25, November 2005)

Contenuti

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

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2011
Lingua
Inglese
ISBN 10 
1441930655
ISBN 13 
9781441930651
Rilegatura
Copertina flessibile
Numero di pagine
484
Redattore
Yao David D., Zhang Hanqin, Zhou Xun Yu
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9780387955827: Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains

Edizione in evidenza

ISBN 10:  0387955828 ISBN 13:  9780387955827
Casa editrice: Springer Nature, 2003
Rilegato