Optimization, Control, and Applications of Stochastic Systems (Record no. 100248)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04553nam a22005535i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-0-8176-8337-5 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220083228.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120814s2012 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780817683375 |
| -- | 978-0-8176-8337-5 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-0-8176-8337-5 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | Q295 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA402.3-402.37 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | GPFC |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | SCI064000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | TEC004000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hernández-Hernández, Daniel. |
| Relator term | editor. |
| 245 10 - TITLE STATEMENT | |
| Title | Optimization, Control, and Applications of Stochastic Systems |
| Medium | [electronic resource] : |
| Remainder of title | In Honor of Onésimo Hernández-Lerma / |
| Statement of responsibility, etc | edited by Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa. |
| 264 #1 - | |
| -- | Boston : |
| -- | Birkhäuser Boston : |
| -- | Imprint: Birkhäuser, |
| -- | 2012. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XXVII, 309 p. 8 illus., 7 illus. in color. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Systems & Control: Foundations & Applications |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion -- 2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint -- 3 Sample-Path Optimality in Average Markov Decision Chains -- 4 Approximation of Infinite Horizon Discounted Cost Markov -- 5 Reduction of Discounted Continuous-Time MDPs with Unbounded -- 6 Continuous-Time Controlled Jump Markov Processes on the Finite -- 7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions -- 8 A Constrained Optimization Problem with Applications to Constrained -- 9 Optimal Execution of Derivatives, a Taylor Expansion Approach -- 10 A Survey of Some Model-Based Methods for Global Optimization -- 11 Constrained Optimality for First Passage Criteria in Semi-Markov -- 12 Infinite-Horizon Optimal Control Problems for Hybrid Switching -- 13 Fluid Approximations to Markov Decision Processes with Local -- 14 Minimizing Ruin Probabilities by Reinsurance and Investment: a Markovian Decision Approach -- 15 Estimation of the Optimality Deviation in Discounted Semi-Markov -- 16 Discrete Time Approximations of Continuous Time Finite Horizon -- 17 A Direct Approach to the Solution of Optimal Multiple-Stopping -- 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Compiled in honor of Onésimo Hernández-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, the book provides an overview of their wide-ranging applications and theoretical developments. These topics include various aspects of dynamic programming, discounted and average optimality criteria for discrete- and continuous-time control processes, approximation algorithms, optimal stopping, and games. The work comprises 18 carefully selected papers written by experts in their respective fields, and explores five major themes: * discrete-time Markov control processes; * several optimality criteria; * applications in inventory systems and finance; * stochastic optimal control problems for diffusion; * optimization. This book will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and its applications. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Systems theory. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical optimization. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Engineering mathematics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Systems Theory, Control. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Game Theory, Economics, Social and Behav. Sciences. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Appl.Mathematics/Computational Methods of Engineering. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Operations Research, Management Science. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Optimization. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Applications of Mathematics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Minjárez-Sosa, J. Adolfo. |
| Relator term | editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9780817683368 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Systems & Control: Foundations & Applications |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-0-8176-8337-5 |
| 912 ## - | |
| -- | ZDB-2-SMA |
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