|
" Modeling, stochastic control, optimization, and applications "
/ George Yin, Qing Zhang, editors.
2021/12/29
| Book No
|
:
|
E410
|
| Record identifier
|
:
|
1520066
|
| Originating Source
|
:
|
University of Tehran. Library of College of Science
|
| Title and statement of responsibility and
|
:
|
Modeling, stochastic control, optimization, and applications [Electronic book]/ George Yin, Qing Zhang, editors.
|
| Publication, Distribution,Etc.
|
:
|
Cham, Switzerland: Springer, 2019.
|
| Physical Description
|
:
|
x, 599 p.: ill.
|
| Series
|
:
|
(IMA volumes in mathematics and its applications ; 164)
|
| International Standard Book Number (ISBN)
|
:
|
9783030254988
|
| Language of the Item
|
:
|
eng
|
| Internal Bibliographies/Indexes Note
|
:
|
Includes references index.
|
| Contents Note
|
:
|
Uniform Polynomial Rates of Convergence for A Class of Levy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues -- Nudged Particle Filters in Multiscale Chaotic Systems -- Postponing Collapse: Ergodic Control with a Probabilistic Constraint -- Resource Sharing Networks and Brownian Control Problems -- American Option Model and Negative Fichera Function on Degenerate Boundary -- Continuous-Time Markov Chain and Regime Switching Approximations -- Numerical Approximations for Discounted Continuous Time Markov Decision Processes -- Some Linear-Quadratic Stochastic Dierential Games Driven by State Dependent Gauss-Volterra Processes -- Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games -- Lattice Dynamical Systems in the Biological Sciences -- Balancing Prevention and Suppression of Forest Fires with Fuel Management as a Stock -- A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index -- Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics Queues -- Equivalence of Fluid Models for Gt=GI=N + GI Queues -- Stochastic HJB Equations and Regular Singular Points -- Information Diusion in Social Networks: Friendship Paradox based Models and Statistical Inference -- Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models -- On Optimal Stopping and Impulse Control with Constraint -- Linear-Quadratic McKean-Vlasov Stochastic Differential Games -- Stochastic Multigroup Epidemic Models: Duration and Final Size -- H2 Dynamic Output Feedback Control for Hidden Markov Jump Linear Systems -- Time-Inconsistent Optimal Control Problems and Related Issues -- Regime-Switching Jump Diusions with Non-Lipschitz Coecients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties.
|
| Topical Name Used as Subject
|
:
|
Stochastic control theory.
|
|
|
:
|
Queuing theory
|
| Personal name - Secondary Intellectual Responsibility
|
:
|
Yin, George, 1954- , editor.
|
|
|
:
|
Zhang, Qing, editor.
|
| Library of Congress Classification
|
:
|
QA402.37.M63 2019
|
| publication status
|
:
|
e
|
| |