ISBN-10:
1441930655
ISBN-13:
9781441930651
Pub. Date:
12/12/2011
Publisher:
Springer New York
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

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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 * Stochastic Approximation, with Applications * Performance Potential Based Optimization and Markov Decision Processes * An Interior-Point and Decomposition Approach to Stochastic 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 * Stochastic 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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