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Optimization, Control, and Applications of Stochastic Systems

In Honor of Onésimo Hernández-Lerma

Birkhäuser Boston,
117,69 € Lieferbar in 2-3 Tagen
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Compiled in honor of the celebrated Mexican mathematician, this volume has contributions from leading researchers in the field of stochastic systems, and covers recent theoretical developments as well as key concepts, techniques, and applications.


Titel: Optimization, Control, and Applications of Stochastic Systems
Autoren/Herausgeber: Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa (Hrsg.)
Aus der Reihe: Systems & Control: Foundations & Applications
Ausgabe: 2012

ISBN/EAN: 9780817683368

Seitenzahl: 309
Format: 23,5 x 15,5 cm
Produktform: Hardcover/Gebunden
Gewicht: 672 g
Sprache: Englisch

This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems 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 dynamic games.

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