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Optimization, control, and applications of stochastic systems in honor of Onesimo Hernandez-Lerma / Daniel Hernandez-Hernandez, Adolfo Minjarez-Sosa, editors.
| Other author | Hernández Hernández, Daniel. |
| Other author | Minjárez-Sosa, J.Adolfo. |
| Other author | Hernández-Lerma, O. (Onésimo) |
| Format | Electronic |
| Publication Info | New York : : Birkhäuser/Springer, |
| Description | xxvii, 309 p. : ill. (some col.) ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2012 English International |
| Subjects |
| Series | Systems & control : Foundations & applications Systems & control. ^A254905 |
| Contents | 1. On the policy iteration algorithm for nondegenerate controlled diffusions under the ergodic criterion / Ari Arapostathis -- 2. Discrete-time inventory problems with lead-time and order-time constraint / Lankere Benkherouf and Alain Bensoussan -- 3. Sample-path optimality in average Markov decision chains under a double-Lyapunov function condition / Rolando Cavazos-Cadena and Rául Montes-de-Oca -- 4. Approximation of infinite horizon discounted cost Markov decision processes / François Dufour and Tomás Prieto-Rumeau -- 5. Reduction of discounted continuous-time MDPs with unbounded jump and reward rates to discrete-time total-reward MDPs / Eugene A. Feinberg -- 6. Continuous-time controlled jump Markov processes on the finite horizon / Mrinal K. Ghosh and Subhamay Saha --7. Existence and uniqueness of solutions of SPDEs in infinite dimensions / T.E. Govindan -- 8. A constrained optimization problem with applications to constrained MDPs / Xianping Guo, Qingda Wei, and Junyu Zhang -- 9. Optimal execution of derivatives: a Taylor expansion approach / Gerardo Hernandez-del-Valle and Yuemeng Sun --10. A survey of some model-based methods for global optimization / Jiaqiao Hu, Yongqiang Wang, Enlu Zhou, Michael C. Fu, and Steven I. Marcus -- 11. Constrained optimality for first passage criteria in semi-Markov decision processes / Yonghui Huang and Xianping Guo -- 12. Infinite-horizon optimal control problems for hybrid switching diffusions / Héctor Jasso-Fuentes and George Yin -- 13. Fluid approximations to Markov decision processes with local transitions / Alexey Piunovskiy and Yi Zhang -- 14. Minimizing ruin probabilities by reinsurance and investment: a Markovian decision approach / Rosario Romera and Wolfgang Runggaldier --15. Estimation of the optimality deviation in discounted semi-Markov control models / Luz del Carmen Rosas-Rosas --16. Discrete time approximations of continuous time finite Horizon Stopping Problems /Lukasz Stettner --17 A Direct Approach to the Solution of Optimal Multiple-Stopping Problems /Richard H. Stockbridge and Chao Zhu-- 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces / Óscar Vega-Amaya. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2012942475 |
| ISBN | 9780817683368 (hbk.alk. paper) |
| ISBN | 0817683364 (hbk. : alk. paper) |
| ISBN | 9780817683375 (ebk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |