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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains - Softcover
Synopsis
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 operations research, probability, and statistics.
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Review
From the reviews:
"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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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
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Stochastic Modeling and Optimization : With Applications in Queues, Finance, and Supply Chains
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Stochastic Modeling and Optimization (Paperback)
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Springer-Verlag New York Inc., New York, NY, 2011
ISBN 10: 1441930655
ISBN 13: 9781441930651
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Paperback. Condition: new. Paperback. 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. 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); Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781441930651
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Stochastic Modeling and Optimization : With Applications in Queues, Finance, and Supply Chains
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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
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Stochastic Modeling and Optimization
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Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
Published by
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ISBN 10: 1441930655
ISBN 13: 9781441930651
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Stochastic Modeling and Optimization
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Stochastic Modeling and Optimization
Published by
Springer-Verlag New York Inc., 2011
ISBN 10: 1441930655
ISBN 13: 9781441930651
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Softcover
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Condition: New. Editor(s): Yao, David D.; Zhang, Hanqin (Chinese Academy of Sciences, Beijing, China); Zhou, Xun Yu. Num Pages: 468 pages, 16 black & white tables, biography. BIC Classification: KJT; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 24. Weight in Grams: 735. . 2011. Softcover reprint of the original 1st ed. 2003. Paperback. . . . . Seller Inventory # V9781441930651
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