Stochastic Modeling and Optimization : With Applications in Queues, Finance, and Supply Chains

Language: English

Published by Springer, 2011

1441930655 / 9781441930651

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - The objective of this volume is to highlight through a collection of chap ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters in the second part are concerned with queueing the ory. Chapters 6 and 7 both study processing networks - a general dass of queueing networks - focusing, respectively, on limit theorems in the form of strong approximation, and the issue of stability via connections to re lated fluid models. The subject of Chapter 8 is performance asymptotics via large deviations theory, when the input process to a queueing system exhibits long-range dependence, modeled as fractional Brownian motion.…

Seller Inventory # 9781441930651

Title
Stochastic Modeling and Optimization : With Applications in Queues, Finance, and Supply Chains
Author
David D. Yao
Publisher
Springer
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1441930655
ISBN 13
9781441930651
Item weight
727 grams
Dimensions
235x155x27 mm

AHA-BUCH GmbH

Einbeck, Germany

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