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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विषयसूची

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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भाषा अंग्रेज़ी ● स्वरूप PDF ● पेज 360 ● ISBN 9780387338156 ● फाइल का आकार 4.3 MB ● संपादक Houmin Yan & G. George Yin ● प्रकाशक Springer US ● शहर NY ● देश US ● प्रकाशित 2006 ● डाउनलोड करने योग्य 24 महीने ● मुद्रा EUR ● आईडी 2144839 ● कॉपी सुरक्षा सामाजिक DRM

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