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Houmin Yan & G. George Yin
Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems [PDF ebook]
A Volume in Honor of Suresh Sethi

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Cover von Houmin Yan & G. George Yin: Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems (PDF)

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Inhaltsverzeichnis

TCP-AQM Interaction: Periodic Optimization via Linear Programming.- Explicit Solutions of Linear Quadratic Differential Games.- Extended Generators of Markov Processes and Applications.- Control of Manufacturing Systems with Delayed Inspection and Limited Capacity.- Admission Control in the Presence of Priorities: A Sample Path Approach.- Some Bilinear Stochastic Equations with a Fractional Brownian Motion.- Two Types of Risk.- Optimal Production Policy in a Stochastic Manufacturing System.- A Stochastic Control Approach to Optimal Climate Policies.- Characterization of Just in Time Sequencing via Apportionment.- Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.- Hedging Options with Transaction Costs.- Supply Portfolio Selection and Execution with Demand Information Updates.- A Regime-Switching Model for European Options.- Pricing American Put Options Using Stochastic Optimization Methods.- Optimal Portfolio Application with Double-Uniform Jump Model.

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Sprache Englisch ● Format PDF ● Seiten 360 ● ISBN 9780387338156 ● Dateigröße 4.3 MB ● Herausgeber Houmin Yan & G. George Yin ● Verlag Springer US ● Ort NY ● Land US ● Erscheinungsjahr 2006 ● herunterladbar 24 Monate ● Währung EUR ● ID 2144839 ● Kopierschutz Soziales DRM

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