Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
2003
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (XI, 468 p) |
| ISBN: | 9780387217574 9781441930651 |
| DOI: | 10.1007/978-0-387-21757-4 |
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Datensatz im Suchindex
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| author | Yao, David D. |
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| spelling | Yao, David D. Verfasser aut Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains by David D. Yao, Xun Yu Zhou, Hanqin Zhang New York, NY Springer New York 2003 1 Online-Ressource (XI, 468 p) txt rdacontent c rdamedia cr rdacarrier 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 Mathematics Finance Distribution (Probability theory) Operations Research, Management Science Operations Research/Decision Theory Quantitative Finance Probability Theory and Stochastic Processes Mathematik Optimierung (DE-588)4043664-0 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 2001 Peking gnd-content Stochastisches Modell (DE-588)4057633-4 s Optimierung (DE-588)4043664-0 s 2\p DE-604 Stochastische Optimierung (DE-588)4057625-5 s 3\p DE-604 Zhou, Xun Yu Sonstige oth Zhang, Hanqin Sonstige oth https://doi.org/10.1007/978-0-387-21757-4 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Yao, David D. Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains Mathematics Finance Distribution (Probability theory) Operations Research, Management Science Operations Research/Decision Theory Quantitative Finance Probability Theory and Stochastic Processes Mathematik Optimierung (DE-588)4043664-0 gnd Stochastisches Modell (DE-588)4057633-4 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| subject_GND | (DE-588)4043664-0 (DE-588)4057633-4 (DE-588)4057625-5 (DE-588)1071861417 |
| title | Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains |
| title_auth | Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains |
| title_exact_search | Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains |
| title_full | Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains by David D. Yao, Xun Yu Zhou, Hanqin Zhang |
| title_fullStr | Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains by David D. Yao, Xun Yu Zhou, Hanqin Zhang |
| title_full_unstemmed | Stochastic Modeling and Optimization With Applications in Queues, Finance, and Supply Chains by David D. Yao, Xun Yu Zhou, Hanqin Zhang |
| title_short | Stochastic Modeling and Optimization |
| title_sort | stochastic modeling and optimization with applications in queues finance and supply chains |
| title_sub | With Applications in Queues, Finance, and Supply Chains |
| topic | Mathematics Finance Distribution (Probability theory) Operations Research, Management Science Operations Research/Decision Theory Quantitative Finance Probability Theory and Stochastic Processes Mathematik Optimierung (DE-588)4043664-0 gnd Stochastisches Modell (DE-588)4057633-4 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| topic_facet | Mathematics Finance Distribution (Probability theory) Operations Research, Management Science Operations Research/Decision Theory Quantitative Finance Probability Theory and Stochastic Processes Mathematik Optimierung Stochastisches Modell Stochastische Optimierung Konferenzschrift 2001 Peking |
| url | https://doi.org/10.1007/978-0-387-21757-4 |
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