Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
ISBN 10: 1441930655 ISBN 13: 9781441930651
Editore: Springer, 2011
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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.
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"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)
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Titolo: Stochastic Modeling and Optimization: With ...
Casa editrice: Springer
Data di pubblicazione: 2011
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Stochastic Modeling and Optimization
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. Codice articolo 4173526
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Stochastic Modeling and Optimization | With Applications in Queues, Finance, and Supply Chains
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Taschenbuch. Condizione: Neu. Stochastic Modeling and Optimization | With Applications in Queues, Finance, and Supply Chains | David D. Yao (u. a.) | Taschenbuch | xi | Englisch | 2011 | Springer US | EAN 9781441930651 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 107252899
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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
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Condizione: New. Codice articolo ABLIING23Mar2411530294669
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Stochastic Modeling and Optimization
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Springer New York, Springer US Dez 2011, 2011
ISBN 10: 1441930655
ISBN 13: 9781441930651
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The objective of this volume is to highlight through a collection of chap ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters in the second part are concerned with queueing the ory. Chapters 6 and 7 both study processing networks - a general dass of queueing networks - focusing, respectively, on limit theorems in the form of strong approximation, and the issue of stability via connections to re lated fluid models. The subject of Chapter 8 is performance asymptotics via large deviations theory, when the input process to a queueing system exhibits long-range dependence, modeled as fractional Brownian motion.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 484 pp. Englisch. Codice articolo 9781441930651
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Stochastic Modeling and Optimization : With Applications in Queues, Finance, and Supply Chains
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The objective of this volume is to highlight through a collection of chap ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters in the second part are concerned with queueing the ory. Chapters 6 and 7 both study processing networks - a general dass of queueing networks - focusing, respectively, on limit theorems in the form of strong approximation, and the issue of stability via connections to re lated fluid models. The subject of Chapter 8 is performance asymptotics via large deviations theory, when the input process to a queueing system exhibits long-range dependence, modeled as fractional Brownian motion. Codice articolo 9781441930651
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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
Editore:
Springer-Verlag New York Inc., 2011
ISBN 10: 1441930655
ISBN 13: 9781441930651
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9781441930651
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Stochastic Modeling and Optimization
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Condizione: New. pp. 484. Codice articolo 2654522827
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Stochastic Modeling and Optimization
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Condizione: New. Print on Demand pp. 484 30 Illus. Codice articolo 55069716
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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
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Paperback. Condizione: Brand New. 480 pages. 9.20x6.20x1.20 inches. In Stock. Codice articolo x-1441930655
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Stochastic Modeling and Optimization
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Condizione: New. PRINT ON DEMAND pp. 484. Codice articolo 1854522817
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