Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains / Edition 1

Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains / Edition 1

by David D. Yao
     
 

This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.See more details below

Overview

This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.

Product Details

ISBN-13:
9780387955827
Publisher:
Springer New York
Publication date:
01/14/2003
Edition description:
2003
Pages:
468
Product dimensions:
9.21(w) x 6.14(h) x 1.06(d)

Table of Contents

Preface
1Discrete-time Singularly Perturbed Markov Chains
2Nearly Optimal Controls of Markovian Systems
3Stochastic Approximation, with Applications
4Performance Potential Based Optimization and MDPs
5An Interior-Point Approach to Multi-Stage Stochastic Programming
6A Brownian Model of Stochastic Processing Networks
7Stability of General Processing Networks
8Large Deviations, Long-Range Dependence, and Queues
9Markowitz's World in Continuous Time, and Beyond
10Variance Minimization in Stochastic Systems
11A Markov Chain Method for Pricing Contingent Claims
12Stochastic Network Models and Optimization of a Hospital System
13Optimal Airline Booking Control with Cancellations
14Information Revision and Decision Making in Supply Chain Management
About the Contributors

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