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Optimization, Control, and Applications of Stochastic Systems

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Cover of 'Optimization, Control, and Applications of Stochastic Systems'

Table of Contents

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    Book Overview
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    Chapter 1 On the Policy Iteration Algorithm for Nondegenerate Controlled Diffusions Under the Ergodic Criterion
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    Chapter 2 Discrete-Time Inventory Problems with Lead-Time and Order-Time Constraint
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    Chapter 3 Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition
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    Chapter 4 Approximation of Infinite Horizon Discounted Cost Markov Decision Processes
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    Chapter 5 Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs
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    Chapter 6 Continuous-Time Controlled Jump Markov Processes on the Finite Horizon
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    Chapter 7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions
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    Chapter 8 A Constrained Optimization Problem with Applications to Constrained MDPs
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    Chapter 9 Optimal Execution of Derivatives: A Taylor Expansion Approach
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    Chapter 10 A Survey of Some Model-Based Methods for Global Optimization
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    Chapter 11 Constrained Optimality for First Passage Criteria in Semi-Markov Decision Processes
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    Chapter 12 Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions
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    Chapter 13 Optimization, Control, and Applications of Stochastic Systems
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    Chapter 14 Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach
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    Chapter 15 Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models
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    Chapter 16 Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems
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    Chapter 17 A Direct Approach to the Solution of Optimal Multiple-Stopping Problems
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    Chapter 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces
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Title
Optimization, Control, and Applications of Stochastic Systems
Published by
Birkhäuser Basel, January 2012
DOI 10.1007/978-0-8176-8337-5
ISBNs
978-0-8176-8336-8, 978-0-8176-8337-5
Authors

Hernández Hernández, Daniel, Minjárez-Sosa, J. Adolfo

Editors

Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa

Twitter Demographics

The data shown below were collected from the profile of 1 tweeter who shared this research output. Click here to find out more about how the information was compiled.

Mendeley readers

The data shown below were compiled from readership statistics for 21 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
United Kingdom 1 5%
Brazil 1 5%
Unknown 19 90%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 10 48%
Student > Master 4 19%
Researcher 4 19%
Student > Postgraduate 1 5%
Unspecified 1 5%
Other 0 0%
Unknown 1 5%
Readers by discipline Count As %
Computer Science 7 33%
Engineering 5 24%
Mathematics 5 24%
Decision Sciences 1 5%
Energy 1 5%
Other 1 5%
Unknown 1 5%