International Series in Operations Research & Management Science

Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems

A Volume in Honor of Suresh Sethi

Editors: Yan, Houmin, Yin, George, Zhang, Qing (Eds.)

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-0-387-33815-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $189.00
price for USA
  • ISBN 978-0-387-33770-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $189.00
price for USA
  • ISBN 978-1-4419-4148-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This edited volume contains sixteen research articles and presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. It assembles experts from the fields of operations research, control theory and optimization, stochastic analysis, and financial engineering to review and substantially update the recent progress in these fields. Another distinct characteristic of the book is that all papers are motivated by applications in which optimization, control, and stochastics are inseparable. The book will be a timely addition to the literature and will be of interest to people working in the aforementioned fields.

Most importantly, this volume is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday. In view of his fundamental contributions, his distinguished career, his substantial achievements, his influence on the areas of control theory and applications, operations research, and management science, and his dedication to the scientific community, a number of leading experts in the fields of optimization, control, and operation management, have contributed to this volume in honor of him.

Table of contents (3 chapters)

  • TCP-AQM Interaction: Periodic Optimization via Linear Programming

    K. E. Avrachenkov, L. D. Finlay, V. G. Gaitsgory

    Pages 1-17

  • Extended Generators of Markov Processes and Applications

    Tomasz R. Bielecki, Ewa Frankiewicz

    Pages 35-54

  • A Regime-Switching Model for European Options

    David D. Yao, Qing Zhang, Xun Yu Zhou

    Pages 281-300

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-0-387-33815-6
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $189.00
price for USA
  • ISBN 978-0-387-33770-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $189.00
price for USA
  • ISBN 978-1-4419-4148-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
Book Subtitle
A Volume in Honor of Suresh Sethi
Editors
  • Houmin Yan
  • George Yin
  • Qing Zhang
Series Title
International Series in Operations Research & Management Science
Series Volume
94
Copyright
2006
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-387-33815-6
DOI
10.1007/0-387-33815-2
Hardcover ISBN
978-0-387-33770-8
Softcover ISBN
978-1-4419-4148-0
Series ISSN
0884-8289
Edition Number
1
Number of Pages
XLVI, 360
Number of Illustrations and Tables
36 b/w illustrations
Topics