Mathematical Programming Studies

Stochastic Systems: Modeling, Identification and Optimization II

Editors: Wets, Roger J.-B. (Ed.)

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Table of contents (17 chapters)

  • The structure of jump processes and related control problems

    Davis, M. H. A.

    Pages 2-14

  • Two-person nonzero sum stochastic differential games with stopping time

    Friedman, Avner

    Pages 15-18

  • A new approach to multi-stage stochastic linear programs

    Grinold, Richard C.

    Pages 19-29

  • General necessary conditions for optimal control of stochastic systems

    Haussmann, U. G.

    Pages 30-48

  • Regenerative Markov decision models

    Hordijk, Arie

    Pages 49-72

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  • ISBN 978-3-642-00786-6
  • Digitally watermarked, DRM-free
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Systems: Modeling, Identification and Optimization II
Editors
  • Roger J.-B. Wets
Series Title
Mathematical Programming Studies
Series Volume
6
Copyright
1976
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-00786-6
DOI
10.1007/BFb0120739
Series ISSN
0303-3929
Edition Number
1
Number of Pages
264
Topics