Login

Yan, Houmin

Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems

Yan, Houmin - Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, ebook

104,45€

Ebook, PDF with Adobe DRM
ISBN: 9780387338156
DRM Restrictions

PrintingNot allowed
Copy to clipboardNot allowed

Table of contents

1. TCP-AQM Interaction: Periodic Optimization via Linear Programming
K. E. Avrachenkov, L. D. Finlay, V. G. Gaitsgory

2. Explicit Solutions of Linear Quadratic Differential Games
A. Bensoussan

3. Extended Generators of Markov Processes and Applications
Tomasz R. Bielecki, Ewa Frankiewicz

4. Control of Manufacturing Systems with Delayed Inspection and Limited Capacity
E. K. Boukas

5. Admission Control in the Presence of Priorities: A Sample Path Approach
Feng Chen, Vidyadhar G. Kulkarni

6. Some Bilinear Stochastic Equations with a Fractional Brownian Motion
T. E. Duncan

7. Two Types of Risk
Jerzy A. Filar, Boda Kang

8. Optimal Production Policy in a Stochastic Manufacturing System
Yongjiang Guo, Hanqin Zhang

9. A Stochastic Control Approach to Optimal Climate Policies
Alain Haurie

10. Characterization of Just in Time Sequencing via Apportionment
Joanna Józefowska, Lukasz Józefowski, Wieslaw Kubiak

11. Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
B. Pasik-Duncan, T. E. Duncan, B. Maslowski

12. Hedging Options with Transaction Costs
Wulin Suo

13. Supply Portfolio Selection and Execution with Demand Information Updates
Haifeng Wang, Houmin Yan

14. A Regime-Switching Model for European Options
David D. Yao, Qing Zhang, Xun Yu Zhou

15. Pricing American Put Options Using Stochastic Optimization Methods
G. Yin, J. W. Wang, Q. Zhang, Y. J. Liu, R. H. Liu

16. Optimal Portfolio Application with Double-Uniform Jump Model
Zongwu Zhu, Floyd B. Hanson

DRM-restrictions

Printing: not available
Clipboard copying: not available

Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

Author(s)
 
 
Publisher
Springer
Publication year
2006
Language
en
Edition
1
Category
Economy
Format
Ebook
eISBN (PDF)
9780387338156

Similar titles