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Modeling, Stochastic Control, Optimization, and Applications

Overview of attention for book
Cover of 'Modeling, Stochastic Control, Optimization, and Applications'

Table of Contents

  1. Altmetric Badge
    Book Overview
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    Chapter 1 Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues
  3. Altmetric Badge
    Chapter 2 Nudged Particle Filters in Multiscale Chaotic Systems with Correlated Sensor Noise
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    Chapter 3 Postponing Collapse: Ergodic Control with a Probabilistic Constraint
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    Chapter 4 Resource Sharing Networks and Brownian Control Problems
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    Chapter 5 American Option Model and Negative Fichera Function on Degenerate Boundary
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    Chapter 6 Continuous-Time Markov Chain and Regime Switching Approximations with Applications to Options Pricing
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    Chapter 7 Numerical Approximations for Discounted Continuous Time Markov Decision Processes
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    Chapter 8 Some Linear-Quadratic Stochastic Differential Games Driven by State Dependent Gauss-Volterra Processes
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    Chapter 9 Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games
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    Chapter 10 Lattice Dynamical Systems in the Biological Sciences
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    Chapter 11 Balancing Prevention and Suppression of Forest Fires with Fuel Management as a Stock
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    Chapter 12 A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index
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    Chapter 13 Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics
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    Chapter 14 Equivalence of Fluid Models for Gt / GI / N + GI Queues
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    Chapter 15 Stochastic HJB Equations and Regular Singular Points ∗
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    Chapter 16 Information Diffusion in Social Networks: Friendship Paradox Based Models and Statistical Inference
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    Chapter 17 Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models
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    Chapter 18 On Optimal Stopping and Impulse Control with Constraint
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    Chapter 19 Linear-Quadratic McKean-Vlasov Stochastic Differential Games
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    Chapter 20 Stochastic Multigroup Epidemic Models: Duration and Final Size
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    Chapter 21 H 2 Dynamic Output Feedback Control for Hidden Markov Jump Linear Systems
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    Chapter 22 Time-Inconsistent Optimal Control Problems and Related Issues
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    Chapter 23 Regime-Switching Jump Diffusions with Non-Lipschitz Coefficients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties
Attention for Chapter 1: Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues
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Chapter title
Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues
Chapter number 1
Book title
Modeling, Stochastic Control, Optimization, and Applications
Published in
arXiv, January 2019
DOI 10.1007/978-3-030-25498-8_1
Book ISBNs
978-3-03-025497-1, 978-3-03-025498-8
Authors

Ari Arapostathis, Hassan Hmedi, Guodong Pang, Nikola Sandrić, Arapostathis, Ari, Hmedi, Hassan, Pang, Guodong, Sandrić, Nikola

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 Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 1. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 29 January 2019.
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#20,552,296
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