Optimization, control, and applications of stochastic systems
نام عام مواد
[Book]
ساير اطلاعات عنواني
:in honor of Onesimo Hernandez-Lerma
نام نخستين پديدآور
/ Daniel Hernandez-Hernandez, Adolfo Minjarez-Sosa, editors
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
New York
نام ناشر، پخش کننده و غيره
: :Birkheauser/Springer,
تاریخ نشرو بخش و غیره
, c2012.
مشخصات ظاهری
نام خاص و کميت اثر
xxvii, 309 p. , ill. (some col.) , 24 cm.
فروست
عنوان فروست
(Systems & control
ساير اطلاعات عنواني
: Foundations & applications)
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Electronic
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references.
یادداشتهای مربوط به مندرجات
متن يادداشت
1. On the policy iteration algorithm for nondegenerate controlled diffusions under the ergodic criterion / Ari Arapostathis -- 2. Discrete-time inventory problems with lead-time and order-time constraint / Lankere Benkherouf and Alain Bensoussan -- 3. Sample-path optimality in average Markov decision chains under a double-Lyapunov function condition / Rolando Cavazos-Cadena and Raaul Montes-de-Oca -- 4. Approximation of infinite horizon discounted cost Markov decision processes / Fran?cois Dufour and Tomaas Prieto-Rumeau -- 5. Reduction of discounted continuous-time MDPs with unbounded jump and reward rates to discrete-time total-reward MDPs / Eugene A. Feinberg -- 6. Continuous-time controlled jump Markov processes on the finite horizon / Mrinal K. Ghosh and Subhamay Saha --7. Existence and uniqueness of solutions of SPDEs in infinite dimensions / T.E. Govindan -- 8. A constrained optimization problem with applications to constrained MDPs / Xianping Guo, Qingda Wei, and Junyu Zhang -- 9. Optimal execution of derivatives: a Taylor expansion approach / Gerardo Hernandez-del-Valle and Yuemeng Sun --10. A survey of some model-based methods for global optimization / Jiaqiao Hu, Yongqiang Wang, Enlu Zhou, Michael C. Fu, and Steven I. Marcus -- 11. Constrained optimality for first passage criteria in semi-Markov decision processes / Yonghui Huang and Xianping Guo -- 12. Infinite-horizon optimal control problems for hybrid switching diffusions / Haector Jasso-Fuentes and George Yin -- 13. Fluid approximations to Markov decision processes with local transitions / Alexey Piunovskiy and Yi Zhang -- 14. Minimizing ruin probabilities by reinsurance and investment: a Markovian decision approach / Rosario Romera and Wolfgang Runggaldier --15. Estimation of the optimality deviation in discounted semi-Markov control models / Luz del Carmen Rosas-Rosas --16. Discrete time approximations of continuous time finite Horizon Stopping Problems /Lukasz Stettner --17 A Direct Approach to the Solution of Optimal Multiple-Stopping Problems /Richard H. Stockbridge and Chao Zhu-- 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces / aOscar Vega-Amaya.