International Series in Operations Research & Management Science

Modeling Uncertainty

An Examination of Stochastic Theory, Methods, and Applications

Editors: Dror, Moshe, L'Ecuyer, Pierre, Szidarovszky, Ferenc (Eds.)

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About this book

Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internionally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.

Table of contents (10 chapters)

  • Exact Asymptotics for Large Deviation Probabilities, with Applications

    Iosif Pinelis

    Pages 57-93

  • Stochastic Modelling of Early HIV Immune Responses Under Treatment by Protease Inhibitors

    Wai-Yuan Tan, Zhihua Xiang

    Pages 95-115

  • Regression Models for Binary Time Series

    Benjamin Kedem, Konstantinos Fokianos

    Pages 185-199

  • Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates

    Harro Walk

    Pages 201-223

  • On Successive Approximation of Optimal Control of Stochastic Dynamic Systems

    Fei-Yue Wang, George N. Saridis

    Pages 333-358

Buy this book

eBook $319.00
price for USA (gross)
  • ISBN 978-0-306-48102-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $409.00
price for USA
  • ISBN 978-0-7923-7463-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Modeling Uncertainty
Book Subtitle
An Examination of Stochastic Theory, Methods, and Applications
Editors
  • Moshe Dror
  • Pierre L'Ecuyer
  • Ferenc Szidarovszky
Series Title
International Series in Operations Research & Management Science
Series Volume
46
Copyright
2002
Publisher
Springer US
Copyright Holder
Springer-Verlag US
eBook ISBN
978-0-306-48102-4
DOI
10.1007/b106473
Hardcover ISBN
978-0-7923-7463-3
Series ISSN
0884-8289
Edition Number
1
Number of Pages
XXIX, 770
Topics