Brownian models of performance and control:
Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused an...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2013
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 URL des Erstveröffentlichers |
| Zusammenfassung: | Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald–Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015). - Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface |
| Beschreibung: | 1 online resource (xviii, 190 pages) |
| ISBN: | 9781139087698 |
| DOI: | 10.1017/CBO9781139087698 |
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| 245 | 1 | 0 | |a Brownian models of performance and control |c J. Michael Harrison, Stanford University, California |
| 246 | 1 | 3 | |a Brownian Models of Performance & Control |
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| 520 | |a Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald–Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models | ||
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Datensatz im Suchindex
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|---|---|
| any_adam_object | |
| author | Harrison, J. Michael 1944- |
| author_facet | Harrison, J. Michael 1944- |
| author_role | aut |
| author_sort | Harrison, J. Michael 1944- |
| author_variant | j m h jm jmh |
| building | Verbundindex |
| bvnumber | BV043944770 |
| classification_rvk | SK 820 |
| collection | ZDB-20-CBO |
| contents | Brownian motion -- Stochastic storage models -- Further analysis of Brownian motion -- Stochastic calculus -- Optimal stopping of Brownian motion -- Reflected Brownian motion -- Optimal control of Brownian motion -- Brownian models of dynamic inference -- Further examples -- Appendix A. Stochastic processes -- Appendix B. Real analysis |
| ctrlnum | (ZDB-20-CBO)CR9781139087698 (OCoLC)907964186 (DE-599)BVBBV043944770 |
| dewey-full | 519.2/33 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/33 |
| dewey-search | 519.2/33 |
| dewey-sort | 3519.2 233 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1017/CBO9781139087698 |
| format | Electronic eBook |
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| id | DE-604.BV043944770 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:22Z |
| institution | BVB |
| isbn | 9781139087698 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029353741 |
| oclc_num | 907964186 |
| open_access_boolean | |
| owner | DE-12 DE-92 |
| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (xviii, 190 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2013 |
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| publisher | Cambridge University Press |
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| spelling | Harrison, J. Michael 1944- Verfasser aut Brownian motion and stochastic flow systems Brownian models of performance and control J. Michael Harrison, Stanford University, California Brownian Models of Performance & Control Cambridge Cambridge University Press 2013 1 online resource (xviii, 190 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015). - Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface Brownian motion -- Stochastic storage models -- Further analysis of Brownian motion -- Stochastic calculus -- Optimal stopping of Brownian motion -- Reflected Brownian motion -- Optimal control of Brownian motion -- Brownian models of dynamic inference -- Further examples -- Appendix A. Stochastic processes -- Appendix B. Real analysis Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald–Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models Brownian motion processes Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Stochastik (DE-588)4121729-9 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s Stochastischer Prozess (DE-588)4057630-9 s 1\p DE-604 Stochastik (DE-588)4121729-9 s 2\p DE-604 Stochastisches Modell (DE-588)4057633-4 s 3\p DE-604 Erscheint auch als Druckausgabe 978-1-107-01839-6 https://doi.org/10.1017/CBO9781139087698 Verlag URL des Erstveröffentlichers 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 | Harrison, J. Michael 1944- Brownian models of performance and control Brownian motion -- Stochastic storage models -- Further analysis of Brownian motion -- Stochastic calculus -- Optimal stopping of Brownian motion -- Reflected Brownian motion -- Optimal control of Brownian motion -- Brownian models of dynamic inference -- Further examples -- Appendix A. Stochastic processes -- Appendix B. Real analysis Brownian motion processes Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd Stochastik (DE-588)4121729-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4057633-4 (DE-588)4121729-9 (DE-588)4128328-4 |
| title | Brownian models of performance and control |
| title_alt | Brownian motion and stochastic flow systems Brownian Models of Performance & Control |
| title_auth | Brownian models of performance and control |
| title_exact_search | Brownian models of performance and control |
| title_full | Brownian models of performance and control J. Michael Harrison, Stanford University, California |
| title_fullStr | Brownian models of performance and control J. Michael Harrison, Stanford University, California |
| title_full_unstemmed | Brownian models of performance and control J. Michael Harrison, Stanford University, California |
| title_short | Brownian models of performance and control |
| title_sort | brownian models of performance and control |
| topic | Brownian motion processes Stochastic processes Stochastischer Prozess (DE-588)4057630-9 gnd Stochastisches Modell (DE-588)4057633-4 gnd Stochastik (DE-588)4121729-9 gnd Brownsche Bewegung (DE-588)4128328-4 gnd |
| topic_facet | Brownian motion processes Stochastic processes Stochastischer Prozess Stochastisches Modell Stochastik Brownsche Bewegung |
| url | https://doi.org/10.1017/CBO9781139087698 |
| work_keys_str_mv | AT harrisonjmichael brownianmotionandstochasticflowsystems AT harrisonjmichael brownianmodelsofperformanceandcontrol AT harrisonjmichael brownianmodelsofperformancecontrol |