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
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- About this book
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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)
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Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues
Pages 1-20
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Nudged Particle Filters in Multiscale Chaotic Systems with Correlated Sensor Noise
Pages 21-55
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Postponing Collapse: Ergodic Control with a Probabilistic Constraint
Pages 57-65
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Resource Sharing Networks and Brownian Control Problems
Pages 67-93
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American Option Model and Negative Fichera Function on Degenerate Boundary
Pages 95-113
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Table of contents (23 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Modeling, Stochastic Control, Optimization, and Applications
- Editors
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- 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
- Softcover ISBN
- 978-3-030-25500-8
- Series ISSN
- 0940-6573
- Edition Number
- 1
- Number of Pages
- X, 599
- Number of Illustrations
- 1 b/w illustrations
- Topics
