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00728nam a2200193 c 4500
000001690171
20220211091337
130608s2013 us 000a eng
▼a 978-0817683368
▼l WM0000007711
▼a QA402
▼a QA402
▼b O648
▼a Optimization Control and Applications of Stochastic Systems:
▼b In Honor of Onesimo Hernanez-Lerma/
▼d Daniel, Hernandez-Hernandez,
▼e J. Adolfo, Minjarez-Sosa
▼a New York:
▼b Birkhauser/Springer,
▼c 2012.
▼a 309 p.;
▼c 24 cm.
▼a OPTIMIZATION
▼a CONTROL
▼a APPLICATIONS
▼a STOCHASTIC
▼a SYSTEMS
▼a HONOR
▼a ONESIMO
▼a HERNANEZLERMA
▼a Stochastic systems
▼a Hernandez-Hernandez, Daniel
▼a Minjarez-Sosa, J. Adolfo
▼b US$129
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 978-0817683368 |
| 분류기호 : | QA402 |
| 서명/저자사항 : | Optimization Control and Applications of Stochastic Systems: In Honor of Onesimo Hernanez-Lerma/ Daniel, Hernandez-Hernandez, J. Adolfo, Minjarez-Sosa |
| 발행사항 : | New York: Birkhauser/Springer, 2012. |
| 형태사항 : | 309 p.; 24 cm. |
| 개인저자 : | Hernandez-Hernandez, Daniel |
| 개인저자 : | Minjarez-Sosa, J. Adolfo |
| 언어 | 영어 |
1. On the Policy Iteration Algorithm for Nondegenerate 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 Under a Double Lyapunov Function Condition
4. Approximation of Infinite Horizon Discounted Cost Markov Decision Processes
5. Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs
6. Continuous-Time Controlled Jump Markov Processes on the Finite Horizon
7. Exstence and Uniqueness of Solutions of SPDEs in Infinite Dimensions
8. A Constrained Optimization Problem whth Applications to Constrained MDPs
9. Optimal Execution of Derivatives
10. A Survey of Some Model-Based Methods for Global Optimization
11. Constrained Optimality for first Passage Criteria in Semi-Markov Decision Processes
12. Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions
13. Fluid Approximations to Markov Decision Processes with Local Transitions
14. Minimizing Ruin Probabilities by Reinsurance and Investment
15. Eatimation of the Optimality Deviation in Discounted Semi-Markov Control Models
16. Discrete Time Approximations of Cotinuous Time Finite Horizon Stopping Problems
17. A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
18. On the Regularity Property of Semi-Markov Processes with Borel State Spaces
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