Extent:
Online-Ressource
v.: digital
Series:
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