Modeling, Stochastic Control, Optimization, and Applications

Modeling, Stochastic Control, Optimization, and Applications
Author :
Publisher : Springer
Total Pages : 593
Release :
ISBN-10 : 9783030254988
ISBN-13 : 3030254984
Rating : 4/5 (88 Downloads)

Book Synopsis Modeling, Stochastic Control, Optimization, and Applications by : George Yin

Download or read book Modeling, Stochastic Control, Optimization, and Applications written by George Yin and published by Springer. This book was released on 2019-07-16 with total page 593 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.


Modeling, Stochastic Control, Optimization, and Applications Related Books

Modeling, Stochastic Control, Optimization, and Applications
Language: en
Pages: 593
Authors: George Yin
Categories: Mathematics
Type: BOOK - Published: 2019-07-16 - Publisher: Springer

DOWNLOAD EBOOK

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t
Continuous-time Stochastic Control and Optimization with Financial Applications
Language: en
Pages: 243
Authors: Huyên Pham
Categories: Mathematics
Type: BOOK - Published: 2009-05-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,
Constructive Computation in Stochastic Models with Applications
Language: en
Pages: 693
Authors: Quan-Lin Li
Categories: Mathematics
Type: BOOK - Published: 2011-02-02 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerica
Stochastic Optimization Models in Finance
Language: en
Pages: 756
Authors: William T. Ziemba
Categories: Business & Economics
Type: BOOK - Published: 2006 - Publisher: World Scientific

DOWNLOAD EBOOK

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading professors at universities such as Stanford,
Stochastic Reliability Modeling, Optimization And Applications
Language: en
Pages: 317
Authors: Syouji Nakamura
Categories: Mathematics
Type: BOOK - Published: 2009-11-12 - Publisher: World Scientific

DOWNLOAD EBOOK

Reliability theory and applications become major concerns of engineers and managers engaged in making high quality products and designing highly reliable system