ENGLISH

Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma

By Ari Arapostathis (auth.) , Daniel Hernández-Hernández , J. Adolfo Minjárez-Sosa (eds.)

Book information

Publisher
Birkhäuser Basel
Year
2012
ISBN
9780817683375, 0817683372
DOI
10.1007/978-0-8176-8337-5
Language
english
Format
PDF
Filesize
2 MB (2089126 bytes)
Series
Systems & Control: Foundations & Applications
Edition
1
Pages
309\331
Library
Kolxo3
Time added
2012-12-29 17:00:00
Control; Game TheoryEconomicsManagement Science; Optimization; Applications ofSocial and Behav. Sciences; Appl.Mathematics/CompuSystems Theory

Description

This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.

Similar books