MARC Close
00709nam ac200229 k 4500
000003849687
20220101120000
ta
040527s2003 us 000 eng
▼a 0387955828
▼a 123456
▼c 123456
▼d 211070
▼l WM4592
▼a HB135
▼a HB135
▼b S736
▼a Yao,David D
▼a Stochastic Modeling and Optimization : with applications in queues, finance, and supply chains/
▼d Yao,David D;
▼e Zhang,Hanqin;
▼e Zhou,Xun Yu
▼a New York:
▼b Springer,
▼c 2003.
▼a 468p.;
▼c 24cm.
▼a Economics
▼a Mathematical models
▼a Congresses
▼a Finance
▼a Stochastic analysis
▼a Hanqin,Zhang
▼a Xun Yu,Zhou
▼b EUR79
▼a 단행본
| Data Type : | 단행본 |
|---|---|
| ISBN : | 0387955828 |
| Class No. : | HB135 |
| Personal Author : | Yao,David D |
| Title/Author : | Stochastic Modeling and Optimization : with applications in queues, finance, and supply chains/ Yao,David D; Zhang,Hanqin; Zhou,Xun Yu |
| Imprint : | New York: Springer, 2003. |
| Format : | 468p.; 24cm. |
| Personal Author : | Hanqin,Zhang |
| Personal Author : | Xun Yu,Zhou |
| Language | English |
1. Discrete-time Singularly Perturbed Markov Chains
2. Nearly Optimal Controls of Markovian Systems
3. Stochastic Approximation, with Applications
4. Performance Potential Based Optimization and MDPs
5. An Interior-Point Approach to Multi-Stage Stochastic Programming
6. A Brownian Model of Stochastic Processing Networks
7. Stability of General Processing Networks
8. Large Deviations, Long-Range Dependence, and Queues
9. Markowitz''s World in Continuous Time, and Beyond
10. Variance Minimization in Stochastic Systems
11. A Markov Chain Method for Pricing Contingent Claims
12. Stochastic Network Models and Optimization of a Hospital System
13. Optimal Airline Booking Control with Cancellations
14. Information Revision and Decision Making in Supply Chain Management
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