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Stochastic Modeling and Optimization With Applications in Queues Finance and Supply Chains Springer series in operations research 2003rd Edition by David D Yao, Hanqin Zhang, Xun Yu Zhou ISBN 0387955828 978-0387955827

  • SKU: BELL-2105346
Stochastic Modeling and Optimization With Applications in Queues Finance and Supply Chains Springer series in operations research 2003rd Edition by David D Yao, Hanqin Zhang, Xun Yu Zhou ISBN 0387955828 978-0387955827
$ 31.00 $ 45.00 (-31%)

4.3

78 reviews

Stochastic Modeling and Optimization With Applications in Queues Finance and Supply Chains Springer series in operations research 2003rd Edition by David D Yao, Hanqin Zhang, Xun Yu Zhou ISBN 0387955828 978-0387955827 instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 23.91 MB
Pages: 480
Author: David D. Yao, Hanqin Zhang, Xun Yu Zhou
ISBN: 9780387955827, 0387955828
Language: English
Year: 2003
Edition: 1

Product desciption

Stochastic Modeling and Optimization With Applications in Queues Finance and Supply Chains Springer series in operations research 2003rd Edition by David D Yao, Hanqin Zhang, Xun Yu Zhou ISBN 0387955828 978-0387955827 by David D. Yao, Hanqin Zhang, Xun Yu Zhou 9780387955827, 0387955828 instant download after payment.

Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (Springer series in operations research) 2003rd Edition by David D. Yao, Hanqin Zhang, Xun Yu Zhou - Ebook PDF Instant Download/Delivery: 0387955828, 978-0387955827

Full download Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (Springer series in operations research) 2003rd Edition after payment

 

 

Product details:

ISBN 10: 0387955828

ISBN 13: 978-0387955827 

Author: David D. Yao, Hanqin Zhang, Xun Yu Zhou

The objective of this volume is to highlight through a collection of chap­ ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col­ lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program­ ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters in the second part are concerned with queueing the­ ory. Chapters 6 and 7 both study processing networks - a general dass of queueing networks - focusing, respectively, on limit theorems in the form of strong approximation, and the issue of stability via connections to re­ lated fluid models. The subject of Chapter 8 is performance asymptotics via large deviations theory, when the input process to a queueing system exhibits long-range dependence, modeled as fractional Brownian motion.

Table of contents:

  1. Front Matter

  2. Discrete-time Singularly Perturbed Markov Chains

  3. Nearly Optimal Controls of Markovian Systems

  4. Stochastic Approximation, with Applications

  5. Performance Potential Based Optimization and MDPs

  6. An Interior-Point Approach to Multi-Stage Stochastic Programming

  7. A Brownian Model of Stochastic Processing Networks

  8. Stability of General Processing Networks

  9. Large Deviations, Long-Range Dependence, and Queues

  10. Markowitz’s World in Continuous Time, and Beyond

  11. Variance Minimization in Stochastic Systems

  12. A Markov Chain Method for Pricing Contingent Claims

  13. Stochastic Network Models and Optimization of a Hospital System

  14. Optimal Airline Booking Control with Cancellations

  15. Information Revision and Decision Making in Supply Chain Management

  16. Back Matter

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Tags: David D Yao, Hanqin Zhang, Xun Yu Zhou, Stochastic, Modeling, Optimization, Applications, Queues, Finance, Supply Chains, Springer, Operations, Research

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