Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems: A Volume in Honor of Suresh Sethi

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 ... Read More

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. Read Less

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  	This is a digital edition of this title. Rent eBook (5 Options) 30 Day Rental: $32.70 (Expires Jan 25, 2025) 60 Day Rental: $43.60 (Expires Feb 24, 2025) 90 Day Rental: $54.50 (Expires Mar 26, 2025) 120 Day Rental: $65.40 (Expires Apr 25, 2025) 180 Day Rental: $70.85 (Expires Jun 24, 2025) Buy eBook Lifetime Access: $109.00 Title: Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems by Houmin Yan; Âg. George Yin; Âqing Zhang Publisher: Springer Nature Print ISBN: 9780387337708, 0387337709 eText ISBN: 9780387338156 Edition: 2006 1st edition Format: PDF eBook	$32.70 Rent eBook This is a digital eBook Nothing will be shipped to you Works with web browsers and the VitalSource app on all Windows, Mac, Chromebook, Kindle Fire, iOS, and Android devices Most eBooks are returnable within 14 days of purchase Questions? See our eBook FAQ