Optimization, Control, and Applications of Stochastic Systems In Honor of Onésimo Hernández-Lerma

Optimization, Control, and Applications of Stochastic Systems In Honor of Onésimo Hernández-Lerma / edited by Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa.

Compiled in honor of Onésimo Hernández-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, the book provides an overview of their wide-ranging applications and theoretica...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Hernández-Hernández, Daniel (Editor), Minjárez-Sosa, J. Adolfo (Editor)
Format: eBook
Language:English
Published: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2012.
Edition:1st ed. 2012.
Series:Systems & Control: Foundations & Applications,
Springer eBook Collection.
Subjects:
System theory.
Game theory.
Applied mathematics.
Engineering mathematics.
Operations research.
Management science.
Mathematical optimization.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion
  • 2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint
  • 3 Sample-Path Optimality in Average Markov Decision Chains
  • 4 Approximation of Infinite Horizon Discounted Cost Markov
  • 5 Reduction of Discounted Continuous-Time MDPs with Unbounded
  • 6 Continuous-Time Controlled Jump Markov Processes on the Finite
  • 7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions
  • 8 A Constrained Optimization Problem with Applications to Constrained
  • 9 Optimal Execution of Derivatives, a Taylor Expansion Approach
  • 10 A Survey of Some Model-Based Methods for Global Optimization
  • 11 Constrained Optimality for First Passage Criteria in Semi-Markov
  • 12 Infinite-Horizon Optimal Control Problems for Hybrid Switching
  • 13 Fluid Approximations to Markov Decision Processes with Local
  • 14 Minimizing Ruin Probabilities by Reinsurance and Investment: a Markovian Decision Approach
  • 15 Estimation of the Optimality Deviation in Discounted Semi-Markov
  • 16 Discrete Time Approximations of Continuous Time Finite Horizon
  • 17 A Direct Approach to the Solution of Optimal Multiple-Stopping
  • 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces.

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