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

Softcover

ISBN 10: 0817683380 ISBN 13: 9780817683382

Verlag: Birkhäuser, 2012

Inhaltsangabe

1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion.- 2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint.- 3 Sample-Path Optimality in Average Markov Decision Chains.- 4 Approximation of Infinite Horizon Discounted Cost Markov.- 5 Reduction of Discounted Continuous-Time MDPs with Unbounded.- 6 Continuous-Time Controlled Jump Markov Processes on the Finite.- 7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions.- 8 A Constrained Optimization Problem with Applications to Constrained.- 9 Optimal Execution of Derivatives, a Taylor Expansion Approach.- 10 A Survey of Some Model-Based Methods for Global Optimization.- 11 Constrained Optimality for First Passage Criteria in Semi-Markov.- 12 Infinite-Horizon Optimal Control Problems for Hybrid Switching.- 13 Fluid Approximations to Markov Decision Processes with Local.- 14 Minimizing Ruin Probabilities by Reinsurance and Investment: a Markovian Decision Approach.- 15 Estimation of the Optimality Deviation in Discounted Semi-Markov.- 16 Discrete Time Approximations of Continuous Time Finite Horizon.- 17 A Direct Approach to the Solution of Optimal Multiple-Stopping.- 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces.

Details zur Ausgabe

• Verlag: Birkhäuser
• Erscheinungsdatum: 2012
• ISBN 10: 0817683380
• ISBN 13: 9780817683382
• Einband: Paperback
• Sprache: Englisch
• Kontakt zum Hersteller: Nicht verfügbar