The IMA Volumes in Mathematics and its Applications

Modeling, Stochastic Control, Optimization, and Applications

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

Free Preview
  • Collection of recent works done by leading experts in the fields of stochastic control, optimization, and related fields
  • Presents some of the highlights of the workshops, and collect papers covering a broad range of topics
  • Brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science
see more benefits

Buy this book

eBook 101,14 €
price for Spain (gross)
  • ISBN 978-3-030-25498-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 124,79 €
price for Spain (gross)
  • ISBN 978-3-030-25497-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.


Table of contents (23 chapters)

Table of contents (23 chapters)
  • Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues

    Pages 1-20

    Arapostathis, Ari (et al.)

  • Nudged Particle Filters in Multiscale Chaotic Systems with Correlated Sensor Noise

    Pages 21-55

    Beeson, Ryne (et al.)

  • Postponing Collapse: Ergodic Control with a Probabilistic Constraint

    Pages 57-65

    Borkar, Vivek S. (et al.)

  • Resource Sharing Networks and Brownian Control Problems

    Pages 67-93

    Budhiraja, Amarjit (et al.)

  • American Option Model and Negative Fichera Function on Degenerate Boundary

    Pages 95-113

    Chen, Xiaoshan (et al.)

Buy this book

eBook 101,14 €
price for Spain (gross)
  • ISBN 978-3-030-25498-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 124,79 €
price for Spain (gross)
  • ISBN 978-3-030-25497-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
  • The final prices may differ from the prices shown due to specifics of VAT rules
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Modeling, Stochastic Control, Optimization, and Applications
Editors
  • George Yin
  • Qing Zhang
Series Title
The IMA Volumes in Mathematics and its Applications
Series Volume
164
Copyright
2019
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-25498-8
DOI
10.1007/978-3-030-25498-8
Hardcover ISBN
978-3-030-25497-1
Series ISSN
0940-6573
Edition Number
1
Number of Pages
X, 599
Number of Illustrations
1 b/w illustrations
Topics