Stochastic Processes Optimization and Control Theory Applications in Financial Engineering Queueing Networks, and Manufacturing Systems 1st Edition by Houmin Yan, G George Yin, Qing Zhang ISBN 1441941487 9781441941480 by Houmin Yan, George Yin, Qing Zhang 0387337709, 9780387337708 instant download after payment.

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Product details:

ISBN 10: 1441941487 
ISBN 13: 9781441941480
Author: Houmin Yan, G George Yin, Qing Zhang

Stochastic Processes Optimization and Control Theory Applications in Financial Engineering Queueing Networks, and Manufacturing Systems 1st Table of contents:

• TCP-AQM Interaction: Periodic Optimization via Linear Programming.

  • K.E. Avrachenkov, L.D. Finlay, and V.G. Gaitsgory

• Explicit Solutions of Linear Quadratic Differential Games.

  • A. Bensoussan

• Extended Generators of Markov Processes and Applications.

  • T.R. Bielecki and E. Frankiewicz

• Control of Manufacturing Systems with Delayed Inspection and Limited Capacity.

  • E.K. Boukas

• Admission Control in the Presence of Priorities: A Sample Path Approach.

  • F. Chen and V.G. Kulkarni

• Some Bilinear Stochastic Equations with a Fractional Brownian Motion.

  • T.E. Duncan

• Two Types of Risk.

  • J.A. Filar and B. Kang

• Optimal Production Policy in a Stochastic Manufacturing System.

  • Y. Guo and H. Zhang

• A Stochastic Control Approach to Optimal Climate Policies.

  • A. Haurie

• Characterization of Just in Time Sequencing via Apportionment.

  • J. Józefowska, L. Józefowski, and W. Kubiak

• Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.

  • B. Pasik-Duncan, T.E. Duncan, and B. Maslowski

• Hedging Options with Transaction Costs.

  • W. Suo

• Supply Portfolio Selection and Execution with Demand Information Updates.

  • H. Wang and H. Yan

• A Regime-Switching Model for European Options.

  • D.D. Yao, Q. Zhang, and X.Y. Zhou

• Pricing American Put Options Using Stochastic Optimization Methods.

  • G. Yin, J.W. Wang, Q. Zhang, Y.J. Liu, and R.H. Liu

• Optimal Portfolio Application with Double-Uniform Jump Model.

  • (Author information is often present in the full book, but not consistently in all online snippets)

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Tags: Houmin Yan, G George Yin, Qing Zhang, Stochastic, Optimization