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Houmin Yan & G. George Yin 
Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems 
A Volume in Honor of Suresh Sethi

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表中的内容

TCP-AQM Interaction: Periodic Optimization via Linear Programming.- Explicit Solutions of Linear Quadratic Differential Games.- Extended Generators of Markov Processes and Applications.- Control of Manufacturing Systems with Delayed Inspection and Limited Capacity.- Admission Control in the Presence of Priorities: A Sample Path Approach.- Some Bilinear Stochastic Equations with a Fractional Brownian Motion.- Two Types of Risk.- Optimal Production Policy in a Stochastic Manufacturing System.- A Stochastic Control Approach to Optimal Climate Policies.- Characterization of Just in Time Sequencing via Apportionment.- Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion.- Hedging Options with Transaction Costs.- Supply Portfolio Selection and Execution with Demand Information Updates.- A Regime-Switching Model for European Options.- Pricing American Put Options Using Stochastic Optimization Methods.- Optimal Portfolio Application with Double-Uniform Jump Model.
语言 英语 ● 格式 PDF ● 网页 360 ● ISBN 9780387338156 ● 文件大小 4.3 MB ● 编辑 Houmin Yan & G. George Yin ● 出版者 Springer US ● 市 NY ● 国家 US ● 发布时间 2006 ● 下载 24 个月 ● 货币 EUR ● ID 2144839 ● 复制保护 社会DRM

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