Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems : A Volume in Honor of Suresh Sethi

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.

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Year of publication:	2006
Authors:	Yan, Houmin
Other Persons:	Yin, George (contributor) ; Sethi, Suresh (honouree) ; Zhang, Qing (contributor)
Publisher:	Boston, MA : Springer Science+Business Media, LLC
Subject:	Warteschlangentheorie \| Queueing theory \| Stochastischer Prozess \| Stochastic process \| Produktionssystem \| Manufacturing system \| Kontrolltheorie \| Control theory \| Financial Engineering \| Financial engineering \| Mathematische Optimierung \| Mathematical programming \| Markov-Kette \| Markov chain
Description of contents:	Table of Contents [external.dandelon.com] ; Description [zbmath.org]

Extent:	Online-Ressource v.: digital
Series:	International Series in Operations Research & Management Science ; 94
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index 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 ApportionmentLinear 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 Electronic reproduction; Available via World Wide Web
ISBN:	978-0-387-33815-6 ; 978-0-387-33770-8
Other identifiers:	10.1007/0-387-33815-2 [DOI]
Classification:	Wahrscheinlichkeitsrechnung ; Angewandte Mathematik ; Regelungstechnik, Steuerungstechnik
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013518381