Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (Springer Series in Operations Res,Used

Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (Springer Series in Operations Res,Used

In Stock
SKU: SONG0387955828
Brand: Springer
$81.41 $116.30
Save $34.89
Quantity
Add to wishlist
Add to compare

Processing time: 1-3 days

US Orders Ships in: 3-5 days

International Orders Ships in: 8-12 days

Return Policy: 15-days return on defective items

Payment Option
Payment Methods

Help

If you have any questions, you are always welcome to contact us. We'll get back to you as soon as possible, withing 24 hours on weekdays.

Customer service

All questions about your order, return and delivery must be sent to our customer service team by e-mail at yourstore@yourdomain.com

Sale & Press

If you are interested in selling our products, need more information about our brand or wish to make a collaboration, please contact us at press@yourdomain.com

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 performancepotential based approach to Markov decision program ming (Chapter 4); and interiorpoint techniques (homogeneous selfdual 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 longrange dependence, modeled as fractional Brownian motion.

⚠️ WARNING (California Proposition 65):

This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.

For more information, please visit www.P65Warnings.ca.gov.

Recently Viewed