Editors:
- Presents cutting-edge developments in many different areas of applied mathematics
- Provides an interdisciplinary approach to the topic
- Contributions written by experts in the field?
- Includes supplementary material: sn.pub/extras
Part of the book series: Systems & Control: Foundations & Applications (SCFA)
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Table of contents (18 chapters)
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Front Matter
About this book
This volume provides a general overview of discrete- and continuous-time Markov control processes and stochastic games, along with a look at the range of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms, and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in their respective fields.
Optimization, Control, and Applications of Stochastic Systems will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and dynamic games.
Editors and Affiliations
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, Department of Probability and Statistics, Center for Research in Mathematics, Guanajuato, Mexico
Daniel Hernández-Hernández
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, Department of Mathematics, University of Sonora, Hermosillo, Mexico
J. Adolfo Minjárez-Sosa
Bibliographic Information
Book Title: Optimization, Control, and Applications of Stochastic Systems
Book Subtitle: In Honor of Onésimo Hernández-Lerma
Editors: Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa
Series Title: Systems & Control: Foundations & Applications
DOI: https://doi.org/10.1007/978-0-8176-8337-5
Publisher: Birkhäuser Boston, MA
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media, LLC 2012
Hardcover ISBN: 978-0-8176-8336-8Published: 15 August 2012
eBook ISBN: 978-0-8176-8337-5Published: 15 August 2012
Series ISSN: 2324-9749
Series E-ISSN: 2324-9757
Edition Number: 1
Number of Pages: XXVII, 309
Number of Illustrations: 1 b/w illustrations, 7 illustrations in colour
Topics: Systems Theory, Control, Game Theory, Economics, Social and Behav. Sciences, Mathematical and Computational Engineering, Operations Research, Management Science, Optimization, Applications of Mathematics