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: 1441930655

ISBN-13: 9781441930651

Pub. Date: 12/12/2011

Publisher: Springer New York

This books covers the broad range of research in shastic 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 shastic 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:
9781441930651
Publisher:
Springer New York
Publication date:
12/12/2011
Edition description:
Softcover reprint of the original 1st ed. 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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