Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (2003)Hardcover - 2003, 14 January 2003

Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (2003)
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Part of Series
Springer Series in Operations Research
Print Length
468 pages
Language
English
Publisher
Springer
Date Published
14 Jan 2003
ISBN-10
0387955828
ISBN-13
9780387955827

Description

The objective of this volume is to highlight through a collection of chap- ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col- lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program- ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters in the second part are concerned with queueing the- ory. Chapters 6 and 7 both study processing networks - a general dass of queueing networks - focusing, respectively, on limit theorems in the form of strong approximation, and the issue of stability via connections to re- lated fluid models. The subject of Chapter 8 is performance asymptotics via large deviations theory, when the input process to a queueing system exhibits long-range dependence, modeled as fractional Brownian motion.

Product Details

Book Edition:
2003
Book Format:
Hardcover
Country of Origin:
US
Date Published:
14 January 2003
Dimensions:
24.08 x 15.54 x 2.72 cm
ISBN-10:
0387955828
ISBN-13:
9780387955827
Language:
English
Location:
New York, NY
Pages:
468
Publisher:
Springer
Weight:
793.79 gm

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