Stochastic Analysis Control Optimization And Applications

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Stochastic Analysis Control Optimization And Applications

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Author : William M. McEneaney
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Stochastic Analysis Control Optimization And Applications written by William M. McEneaney and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Technology & Engineering categories.

In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.

Stochastic Analysis Control Optimization And Applications

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Author : Wendell Helms Fleming
language : en
Publisher: Birkhauser
Release Date : 1999

Stochastic Analysis Control Optimization And Applications written by Wendell Helms Fleming and has been published by Birkhauser this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Control theory categories.

This is a survey of developments, results, and applications in stochastic analysis, control theory, optimization and applications. It should be a valuable resource for practitioners, researchers and professionals in applied mathematics, operations research and engineering.

Modeling Stochastic Control Optimization And Applications

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Author : George Yin
language : en
Publisher: Springer
Release Date : 2019-07-16

Modeling Stochastic Control Optimization And Applications written by George Yin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-16 with Mathematics categories.

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.

Stochastic Processes Optimization And Control Theory Applications In Financial Engineering Queueing Networks And Manufacturing Systems

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Author : Houmin Yan
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-09-10

Stochastic Processes Optimization And Control Theory Applications In Financial Engineering Queueing Networks And Manufacturing Systems written by Houmin Yan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-10 with Technology & Engineering categories.

This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.

Handbook Of Stochastic Processes Optimization And Control Theory

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Author : Sharples Norris
language : en
Publisher:
Release Date : 2012-09

Handbook Of Stochastic Processes Optimization And Control Theory written by Sharples Norris and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09 with Mathematical optimization categories.

This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the handbook is highly multi-disciplinary. It addresses operations research, control theory and optimization, stochastic analysis, and financial engineering and reviews and substantially updates the recent progress in these fields.

Proceedings Of The Acm International Workshop On Quality Of Service Security In Wireless And Mobile Networks

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Author :
language : en
Publisher:
Release Date : 2005

Proceedings Of The Acm International Workshop On Quality Of Service Security In Wireless And Mobile Networks written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Computer networks categories.

The Journal Of Computational Finance

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Author :
language : en
Publisher:
Release Date : 2004

The Journal Of Computational Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Finance categories.

Algorithms

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Author :
language : en
Publisher:
Release Date : 2004

Algorithms written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Computer algorithms categories.

Optimization Control And Applications Of Stochastic Systems

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Author : Daniel Hernández-Hernández
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-15

Optimization Control And Applications Of Stochastic Systems written by Daniel Hernández-Hernández and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-15 with Science categories.

This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.

Mathematical Reviews

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Author :
language : en
Publisher:
Release Date : 2001

Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.