Stochastic Modeling and Optimization
. Ed(S): Yao, David D.; Zhang, Hanqin (Chinese Academy Of Sciences, Beijing, China); Zhou, Xun Yu
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Description for Stochastic Modeling and Optimization
Paperback. Editor(s): Yao, David D.; Zhang, Hanqin (Chinese Academy of Sciences, Beijing, China); Zhou, Xun Yu. Num Pages: 468 pages, 16 black & white tables, biography. BIC Classification: KJT; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 24. Weight in Grams: 735.
The objective of this volume is to highlight through a collection of chap ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters ... Read more
The objective of this volume is to highlight through a collection of chap ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters ... Read more
Product Details
Format
Paperback
Publication date
2011
Publisher
Springer-Verlag New York Inc. United States
Number of pages
468
Condition
New
Number of Pages
468
Place of Publication
New York, NY, United States
ISBN
9781441930651
SKU
V9781441930651
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Modeling and Optimization
From the reviews: "The Workshop Stochastic Models and Optimization … in May 2001, forms the basis of the present volume. 14 papers from about 60 presentations at the workshop were selected and thoroughly revised making self-contained chapters of a book for a broad audience. It highlighted some recent advances in applied probability achieved mainly by scientists with Chinese ... Read more