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...
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| Daljnji autori: | , |
|---|---|
| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Boston, MA :
Birkhäuser Boston
2012.
Cham : Springer Nature |
| Serija: | Systems & Control: Foundations & Applications
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| Teme: | |
| Online pristup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Bilješka: |
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 |
Sadržaj:
- 1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion
- 2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint
- 3 Sample-Path Optimality in Average Markov Decision Chains
- 4 Approximation of Infinite Horizon Discounted Cost Markov
- 5 Reduction of Discounted Continuous-Time MDPs with Unbounded
- 6 Continuous-Time Controlled Jump Markov Processes on the Finite
- 7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions
- 8 A Constrained Optimization Problem with Applications to Constrained
- 9 Optimal Execution of Derivatives, a Taylor Expansion Approach
- 10 A Survey of Some Model-Based Methods for Global Optimization
- 11 Constrained Optimality for First Passage Criteria in Semi-Markov
- 12 Infinite-Horizon Optimal Control Problems for Hybrid Switching
- 13 Fluid Approximations to Markov Decision Processes with Local
- 14 Minimizing Ruin Probabilities by Reinsurance and Investment: a Markovian Decision Approach
- 15 Estimation of the Optimality Deviation in Discounted Semi-Markov
- 16 Discrete Time Approximations of Continuous Time Finite Horizon
- 17 A Direct Approach to the Solution of Optimal Multiple-Stopping
- 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces.