Modeling uncertainty : an examination of stochastic theory, methods, and applications
Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internionally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these pa...
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| Main Author: | |
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| Other Authors: | , |
| Format: | Livre numérique |
| Language: | Anglais |
| Published: |
Boston, MA :
Springer US
[20..].
Cham : Springer Nature |
| Series: | International Series in Operations Research & Management Science
46 |
| Subjects: | |
| Online Access: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Notice rédigée d'après la consultation, 2014-01-15 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Modeling uncertainty : an examination of stochastic theory, methods, and applications, Texte imprimé, edited by Moshe Dror, Pierre L'Ecuyer, Ferenc Szidarovszky, Boston, Kluwer Academic Publishers, cop. 2002, 800 p., International Series in Operations Research & Management Science, 978-0-7923-7463-3 |
Table of Contents:
- Professor Sidney J. Yakowitz Professor Sidney J. Yakowitz I Stability of Single Class Queueing Networks Sequential Optimization Under Uncertainty Exact Asymptotics for Large Deviation Probabilities, with Applications II Stochastic Modelling of Early HIV Immune Responses Under Treatment by Protease Inhibitors The Impact of Re-Using Hypodermic Needles Nonparametric Frequency Detection and Optimal Coding in Molecular Biology III An Efficient Stochastic Approximation Algorithm for Stochastic Saddle Point Problems Regression Models for Binary Time Series Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates Strategies for Sequential Prediction of Stationary Time Series IV The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags A Differential Game of Debt Contract Valuation Huge Capacity Planning and Resource Pricing for Pioneering Projects Affordable Upgrades of Complex Systems: A Multilevel, Performance-Based Approach On Successive Approximation of Optimal Control of Stochastic Dynamic Systems Stability of Random Iterative Mappings V Unobserved Monte Carlo Methods for Adaptive Algorithms Random Search Under Additive Noise Recent Advances in Randomized Quasi-Monte Carlo Methods VI Singularly Perturbed Markov Chains and Applications to Large-Scale Systems under Uncertainty Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains Some Aspects of Statistical Inference in a Markovian and Mixing Framework VII Stochastic Ordering of Order Statistics II Vehicle Routing with Stochastic Demands: Models & Computational Methods Life in the Fast Lane: Yates s Alogrithm, Fast Fourier and Walsh Transforms Uncertainty Bounds in Parameter Estimation with Limited Data A Tutorial on Hierarchical Lossless Data Compression VIII Eureka! Bellman s Principle of Optimality is Valid! Reflections on Statistical Methods or Complex Stochastic Systems