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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (Springer Series in Operations Research) - Hardcover

 
9780387955827: Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (Springer Series in Operations Research)

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Stochastic Modeling and Optimization Covers the range of research in stochastic models and optimization. This book presents applications including networks, financial engineering, production planning, and supply chain management. Each contribution herein is aimed at graduate students working in operations research, probability, and statistics.

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"The Workshop Stochastic Models and Optimization ... in May 2001, forms the basis of the present volume. 14 papers from about 60 presentations at the workshop were selected and thoroughly revised making self-contained chapters of a book for a broad audience. It highlighted some recent advances in applied probability achieved mainly by scientists with Chinese background. ... The book seems to be very suitable for seminar studies at the graduate level." (Hans-Joachim Girlich, OR News, 25, November 2005)

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This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Each contribution is aimed at graduate students working in operations research, probability, and statistics.

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9781441930651: Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains

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Yao, David D.; Zhang, Hanqin; Zhou, Xun Yu:
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gebundene Ausgabe. Zust: Gutes Exemplar. XI, 468 S., Englisch 812g. Seller Inventory # 489955

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Yao, D. D.|Zhang, H.|Zhou, X. Y.
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Condition: New. This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. Each contribution is aimed at graduate students working in. Seller Inventory # 329699577

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Published by Springer New York Jan 2003, 2003
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Buch. Condition: Neu. Neuware - 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 # 9780387955827

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