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Optimization, Control, and Applications of Stochastic Systems on Hardback
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Optimization, Control, and Applications of Stochastic Systems

In Honor of Onésimo Hernández-Lerma
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Description

This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields. Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.
Release date Australia
August 15th, 2012
Audience
  • Postgraduate, Research & Scholarly
Contributors
  • Edited by Daniel Hernandez-Hernandez
  • Edited by J. Adolfo Minjarez-Sosa
Illustrations
7 Illustrations, color; 1 Illustrations, black and white; XXVII, 309 p. 8 illus., 7 illus. in color.
Pages
309
Dimensions
155x235x23
ISBN-13
9780817683368
Product ID
19786503

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