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Stochastic Systems: Modeling, Identification and Optimization II

  • Book
  • © 1976

Overview

Editors:
  1. Roger J.- B. Wets
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Part of the book series: Mathematical Programming Studies (MATHPROGRAMM, volume 6)

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Table of contents (17 chapters)

  1. Front Matter

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  2. The structure of jump processes and related control problems

    • M. H. A. Davis
    Pages 2-14

  3. Two-person nonzero sum stochastic differential games with stopping time

    • Avner Friedman
    Pages 15-18

  4. A new approach to multi-stage stochastic linear programs

    • Richard C. Grinold
    Pages 19-29

  5. General necessary conditions for optimal control of stochastic systems

    • U. G. Haussmann
    Pages 30-48

  6. Regenerative Markov decision models

    • Arie Hordijk
    Pages 49-72

  7. Discrete approximations for stochastic control problems with control acting continuously and impulsively

    • Harold Kushner
    Pages 73-96

  8. A martingale approach to queues

    • A. F. Martins-Neto, E. Wong
    Pages 97-110

  9. Discretizations of multistage stochastic programming problems

    • Paul Olsen
    Pages 111-124

  10. Controls optimal from time t onward and dynamic programming for systems of controlled jump processes

    • Raymond Rishel
    Pages 125-153

  11. Some optimal control problems for queueing systems

    • Maurice Robin
    Pages 154-169

  12. Nonanticipativity and L 1-martingales in stochastic optimization problems

    • R. T. Rockafellar, R. J.-B. Wets
    Pages 170-187

  13. Computation of the eigenprojection of a nonnegative matrix at its spectral radius

    • G. Rothblum
    Pages 188-201

  14. Monotone optimal policies for Markov decision processes

    • Richard F. Serfozo
    Pages 202-215

  15. On dynamic programming recursions for multiplicative Markov decision chains

    • Karel Sladký
    Pages 216-226

  16. Necessary and sufficient conditions for optimal solutions to a survivor search problem

    • Lawrence D. Stone
    Pages 227-245

  17. Density functions for random matrix equations

    • D. D. Sworder, L. L. Choi
    Pages 246-257

  18. A laurent series for the resolvent of a strongly continuous stochastic semi-group

    • Howard M. Taylor
    Pages 258-263
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Keywords

Bibliographic Information

  • Book Title: Stochastic Systems: Modeling, Identification and Optimization II

  • Editors: Roger J.- B. Wets

  • Series Title: Mathematical Programming Studies

  • DOI: https://doi.org/10.1007/BFb0120739

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1976

  • eBook ISBN: 978-3-642-00786-6Published: 07 March 2009

  • Series ISSN: 0303-3929

  • Series E-ISSN: 2364-8201

  • Edition Number: 1

  • Number of Pages: 264

  • Topics: Optimization, Mathematics of Computing

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