Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma

Springer Science & Business Media
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This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields.

Optimization, Control, and Applications of Stochastic Systems 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 dynamic games.

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Additional Information

Publisher
Springer Science & Business Media
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Published on
Aug 15, 2012
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Pages
309
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ISBN
9780817683375
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Language
English
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Genres
Business & Economics / Operations Research
Language Arts & Disciplines / Library & Information Science / General
Mathematics / Applied
Mathematics / Game Theory
Mathematics / General
Mathematics / Optimization
Science / System Theory
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Content Protection
This content is DRM protected.
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