Description |
1 online resource. |
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text txt rdacontent |
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computer c rdamedia |
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online resource cr rdacarrier |
Series |
IMA volumes in mathematics and its applications ; 164. 0940-6573
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Contents |
Uniform Polynomial Rates of Convergence for A Class of Levy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues -- Nudged Particle Filters in Multiscale Chaotic Systems -- Postponing Collapse: Ergodic Control with a Probabilistic Constraint -- Resource Sharing Networks and Brownian Control Problems -- American Option Model and Negative Fichera Function on Degenerate Boundary -- Continuous-Time Markov Chain and Regime Switching Approximations -- Numerical Approximations for Discounted Continuous Time Markov Decision Processes -- Some Linear-Quadratic Stochastic Dierential Games Driven by State Dependent Gauss-Volterra Processes -- Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games -- Lattice Dynamical Systems in the Biological Sciences -- Balancing Prevention and Suppression of Forest Fires with Fuel Management as a Stock -- A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index -- Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics Queues -- Equivalence of Fluid Models for Gt=GI=N + GI Queues -- Stochastic HJB Equations and Regular Singular Points -- Information Diusion in Social Networks: Friendship Paradox based Models and Statistical Inference -- Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models -- On Optimal Stopping and Impulse Control with Constraint -- Linear-Quadratic McKean-Vlasov Stochastic Differential Games -- Stochastic Multigroup Epidemic Models: Duration and Final Size -- H2 Dynamic Output Feedback Control for Hidden Markov Jump Linear Systems -- Time-Inconsistent Optimal Control Problems and Related Issues -- Regime-Switching Jump Diusions with Non-Lipschitz Coecients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties. |
Reproduction |
Electronic reproduction. Ann Arbor, MI Available via World Wide Web. |
Note |
Online resource; title from digital title page (viewed on August 27, 2019). |
Subject |
Stochastic control theory.
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Queuing theory.
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Added Author |
Yin, George, editor.
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Zhang, Qing, editor.
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ProQuest (Firm)
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Added Title |
Faculty Publication.
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Related To |
Print version: Yin, George. Modeling, Stochastic Control, Optimization, and Applications. Cham : Springer, ©2019 9783030254971 |
ISBN |
9783030254988 (electronic book) |
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3030254984 (electronic book) |
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9783030254971 |
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3030254976 |
UPC # |
10.1007/978-3-030-25 |
OCLC # |
EBC5829331 |
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