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TitleStochastic Systems: Modeling, Identification and Optimization, II [electronic resource] / edited by Roger J.- B. Wets
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1976
Connect tohttp://dx.doi.org/10.1007/BFb0120739
Descript 264 p. online resource

CONTENT

The structure of jump processes and related control problems -- Two-person nonzero sum stochastic differential games with stopping time -- A new approach to multi-stage stochastic linear programs -- General necessary conditions for optimal control of stochastic systems -- Regenerative Markov decision models -- Discrete approximations for stochastic control problems with control acting continuously and impulsively -- A martingale approach to queues -- Discretizations of multistage stochastic programming problems -- Controls optimal from time t onward and dynamic programming for systems of controlled jump processes -- Some optimal control problems for queueing systems -- Nonanticipativity and L 1-martingales in stochastic optimization problems -- Computation of the eigenprojection of a nonnegative matrix at its spectral radius -- Monotone optimal policies for Markov decision processes -- On dynamic programming recursions for multiplicative Markov decision chains -- Necessary and sufficient conditions for optimal solutions to a survivor search problem -- Density functions for random matrix equations -- A laurent series for the resolvent of a strongly continuous stochastic semi-group


Mathematics Computer science -- Mathematics Mathematical optimization Mathematics Optimization Mathematics of Computing



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