TY - BOOK ID - 7913268 TI - Optimization, control, and applications of stochastic systems : in honor of Onesimo Hernandez-Lerma AU - Hernandez Hernandez, Daniel. AU - Minjarez-Sosa, J. Adolfo. PY - 2012 SN - 0817683364 9786613924803 0817683372 1283612356 PB - New York : Birkhauser/Springer, DB - UniCat KW - Approximation theory. KW - Convergence. KW - Stochastic systems. KW - Stochastic systems KW - Markov processes KW - Mathematics KW - Civil & Environmental Engineering KW - Physical Sciences & Mathematics KW - Engineering & Applied Sciences KW - Mathematical Statistics KW - Operations Research KW - Markov processes. KW - Control theory. KW - Hernández-Lerma, O. KW - Analysis, Markov KW - Chains, Markov KW - Markoff processes KW - Markov analysis KW - Markov chains KW - Markov models KW - Models, Markov KW - Processes, Markov KW - Hernández-Lerma, Onésimo KW - Lerma, O. Hernández KW - -Hernández, O. KW - Hernández L., Onésimo KW - Mathematics. KW - Applied mathematics. KW - Engineering mathematics. KW - Game theory. KW - System theory. KW - Mathematical optimization. KW - Operations research. KW - Management science. KW - Systems Theory, Control. KW - Game Theory, Economics, Social and Behav. Sciences. KW - Appl.Mathematics/Computational Methods of Engineering. KW - Operations Research, Management Science. KW - Optimization. KW - Applications of Mathematics. KW - Dynamics KW - Machine theory KW - Stochastic processes KW - Systems theory. KW - Mathematical and Computational Engineering. KW - Optimization (Mathematics) KW - Optimization techniques KW - Optimization theory KW - Systems optimization KW - Mathematical analysis KW - Maxima and minima KW - Operations research KW - Simulation methods KW - System analysis KW - Engineering KW - Engineering analysis KW - Math KW - Science KW - Quantitative business analysis KW - Management KW - Problem solving KW - Statistical decision KW - Operational analysis KW - Operational research KW - Industrial engineering KW - Management science KW - Research KW - System theory KW - Games, Theory of KW - Theory of games KW - Mathematical models KW - Systems, Theory of KW - Systems science KW - Philosophy KW - Hernandez-Lerma, O. UR - https://www.unicat.be/uniCat?func=search&query=sysid:7913268 AB - Compiled in honor of Onésimo Hernández-Lerma, this volume offers a broad presentation of the main concepts, techniques, and methodologies in the fields of optimization and control of stochastic systems. At the same time, the book provides an overview of their wide-ranging applications and theoretical developments. These topics include various aspects of dynamic programming, discounted and average optimality criteria for discrete- and continuous-time control processes, approximation algorithms, optimal stopping, and games. The work comprises 18 carefully selected papers written by experts in their respective fields, and explores five major themes: * discrete-time Markov control processes; * several optimality criteria; * applications in inventory systems and finance; * stochastic optimal control problems for diffusion; * optimization. This book will be a valuable resource for all practitioners, researchers, and professionals in applied mathematics and operations research who work in the areas of stochastic control, mathematical finance, queueing theory, and inventory systems. It may also serve as a supplemental text for graduate courses in optimal control and its applications. ER -