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
     
 

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ISBN-10: 0387955828

ISBN-13: 9780387955827

Pub. Date: 01/14/2003

Publisher: Springer New York

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.

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:
6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

Discrete-time Singularly Perturbed Markov Chains
• Nearly Optimal Controls of Markovian Systems
• Shastic Approximation, with Applications
• Performance Potential Based Optimization and Markov Decision Processes
• An Interior-Point and Decomposition Approach to Shastic Programming
• Stability of General Processing Networks
• Large Deviations, Long-Range Dependence, and Queues
• Markowitz's World in Continuous Time, and Beyond
• A Markov Chain Method for Pricing Contingent Claims
• Shastic Network Models and Optimization of a Hospital System
• Optimal Airline Booking Control with Cancellations
• Information Revision and Decision Making in Supply Chain Management

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