Extent: | Online-Ressource v.: digital |
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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