Research Catalog

Stochastic modeling and optimization : with applications in queues, finance, and supply chains

Title
Stochastic modeling and optimization : with applications in queues, finance, and supply chains / editors, David D. Yao, Hanqin Zhang, Xun Yu Zhao.
Publication
New York : Springer, 2003.

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Additional Authors
  • Yao, David D., 1950-
  • Zhang, Hanqin.
  • Zhou, Xun Yu.
Description
xi, 408 pages : illustrations; 24 cm
Subject
  • Economics > Mathematical models > Congresses
  • Finance > Mathematical models > Congresses
  • Stochastic analysis > Congresses
Note
  • Partially based on papers presented at conferences held in Beijing on May 23-25, 2001 and in Hong Kong on May 28-29, 2001.
Bibliography (note)
  • Includes bibliographical references and index.
Contents
  • 1. Discrete-time Singularly Perturbed Markov Chains / G. Yin and Q. Zhang -- 2. Nearly Optimal Controls of Markovian Systems / Q. Zhang, R. H. Liu and G. Yin -- 3. Stochastic Approximation, with Applications / Han-Fu Chen -- 4. Performance Potential Based Optimization and MDPs / Xi-Ren Cao -- 5. An Interior-Point Approach to Multi-Stage Stochastic Programming / Shuzhong Zhang -- 6. A Brownian Model of Stochastic Processing Networks / Hong Chen -- 7. Stability of General Processing Networks / Jim Dai and Otis B. Jennings -- 8. Large Deviations, Long-Range Dependence, and Queues / C.-S. Chang, David D. Yao and Tim Zajic -- 9. Markowitz's World in Continuous Time, and Beyond / Xun Yu Zhou -- 10. Variance Minimization in Stochastic Systems / Duan Li, Fucai Qian and Peilin Fu -- 11. A Markov Chain Method for Pricing Contingent Claims / Jin-Chuan Duan, Genevieve Gauthier and Jean-Guy Simonato --
  • 12. Stochastic Network Models and Optimization of a Hospital System / Xiuli Chao, Liming Liu and Shaohui Zheng -- 13. Optimal Airline Booking Control with Cancellations / Youyi Feng, Ping Lin and Baichun Xiao -- 14. Information Revision and Decision Making in Supply Chain Management / Houmin Yan and Hanqin Zhang.
ISBN
0387955828 (alk. paper)
LCCN
2002030567
OCLC
  • ocm50519254
  • SCSB-4335899
Owning Institutions
Columbia University Libraries