Stochastic systems : modeling, identification and optimization II
保存先:
| その他の著者: | |
|---|---|
| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| シリーズ: | Mathematical programming studies
6 |
| 主題: | |
| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
Actes d'un symposium tenu à Lexington en juin 1975, d'après la préface Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Systems: Modeling, Identification and Optimization II, Texte imprimé, 9783642007859 • Stochastic Systems: Modeling, Identification and Optimization II, Texte imprimé, 9783662311431 • Stochastic Systems: Modeling, Identification and Optimization II, Texte imprimé, 9783662311448 |
目次:
- The structure of jump processes and related control problems
- Two-person nonzero sum stochastic differential games with stopping time
- A new approach to multi-stage stochastic linear programs
- General necessary conditions for optimal control of stochastic systems
- Regenerative Markov decision models
- Discrete approximations for stochastic control problems with control acting continuously and impulsively
- A martingale approach to queues
- Discretizations of multistage stochastic programming problems
- Controls optimal from time t onward and dynamic programming for systems of controlled jump processes
- Some optimal control problems for queueing systems
- Nonanticipativity and L 1-martingales in stochastic optimization problems
- Computation of the eigenprojection of a nonnegative matrix at its spectral radius
- Monotone optimal policies for Markov decision processes
- On dynamic programming recursions for multiplicative Markov decision chains
- Necessary and sufficient conditions for optimal solutions to a survivor search problem
- Density functions for random matrix equations
- A laurent series for the resolvent of a strongly continuous stochastic semi-group.