Title | Stochastic Systems: Modeling, Identification and Optimization, II [electronic resource] / edited by Roger J.- B. Wets |
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Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1976 |

Connect to | http://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