Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
A Volume in Honor of Suresh Sethi
Published on 19. November 2010
Book
Paperback/Softback
XLVI, 360 pages
978-1-4419-4148-0 (ISBN)
Description
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
More details
Series
Edition
1st ed. Softcover of orig. ed. 2006
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Professional/practitioner
Illustrations
36 s/w Abbildungen
XLVI, 360 p. 36 illus.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 23 mm
Weight
616 gr
ISBN-13
978-1-4419-4148-0 (9781441941480)
DOI
10.1007/0-387-33815-2
Schweitzer Classification
Other editions
Additional editions
Houmin Yan | G. George Yin | Qing Zhang
Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
A Volume in Honor of Suresh Sethi
Book
06/2006
Springer
€160.49
Shipment within 5-7 days
Content
TCP-AQM Interaction: Periodic Optimization via Linear Programming.- Explicit Solutions of Linear Quadratic Differential Games.- Extended Generators of Markov Processes and Applications.- Control of Manufacturing Systems with Delayed Inspection and Limited Capacity.- Admission Control in the Presence of Priorities: A Sample Path Approach.- Some Bilinear Stochastic Equations with a Fractional Brownian Motion.- Two Types of Risk.- Optimal Production Policy in a Stochastic Manufacturing System.- A Stochastic Control Approach to Optimal Climate Policies.- Characterization of Just in Time Sequencing via Apportionment.- Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.- Hedging Options with Transaction Costs.- Supply Portfolio Selection and Execution with Demand Information Updates.- A Regime-Switching Model for European Options.- Pricing American Put Options Using Stochastic Optimization Methods.- Optimal Portfolio Application with Double-Uniform Jump Model.