Optimization, control, and applications of stochastic systems : In Honor of Onésimo Hernández-Lerma
Compiled in honor of Onésimo Hernández-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, the book provides an overview of their wide-ranging applications and theoretica...
Enregistré dans:
| Andre forfattere: | , |
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| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Boston, MA :
Birkhäuser Boston
2012.
Cham : Springer Nature |
| Serier: | Systems & Control: Foundations & Applications
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| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | Mélanges :, Hernández-Lerma |
| Edition sous un autre format: | • Optimization, Control, and Applications of Stochastic Systems, Texte imprimé, 9780817683368 • Optimization, Control, and Applications of Stochastic Systems, Texte imprimé, 9780817683382 |
| Summary: | Compiled in honor of Onésimo Hernández-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, the book provides an overview of their wide-ranging applications and theoretical developments. These topics include various aspects of dynamic programming, discounted and average optimality criteria for discrete- and continuous-time control processes, approximation algorithms, optimal stopping, and games. The work comprises 18 carefully selected papers written by experts in their respective fields, and explores five major themes: * discrete-time Markov control processes; * several optimality criteria; * applications in inventory systems and finance; * stochastic optimal control problems for diffusion; * optimization. This book will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and its applications. |
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| Emne beskrivelse: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9780817683375 |
| ISSN: | 2324-9757 |
| Adgang: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |