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Linguistic change --- Language and culture --- Chinese language --- Chinese language --- Sociolinguistics --- Social aspects --- Dialects --- Mandarin
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Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.
Markov processes. --- Stochastic processes. --- Random processes --- Probabilities --- Analysis, Markov --- Chains, Markov --- Markoff processes --- Markov analysis --- Markov chains --- Markov models --- Models, Markov --- Processes, Markov --- Stochastic processes --- Distribution (Probability theory. --- Operations research. --- Mathematics. --- Probability Theory and Stochastic Processes. --- Control, Robotics, Mechatronics. --- Operations Research/Decision Theory. --- Applications of Mathematics. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Math --- Science --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Probabilities. --- Control engineering. --- Robotics. --- Mechatronics. --- Decision making. --- Applied mathematics. --- Engineering mathematics. --- Engineering --- Engineering analysis --- Mathematical analysis --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Control engineering --- Control equipment --- Control theory --- Engineering instruments --- Automation --- Programmable controllers --- Mechanical engineering --- Microelectronics --- Microelectromechanical systems --- Machine theory --- Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Decision making
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This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
Stochastic control theory. --- Distribution (Probability theory. --- Mathematical optimization. --- Probability Theory and Stochastic Processes. --- Calculus of Variations and Optimal Control; Optimization. --- Continuous Optimization. --- Mathematical Modeling and Industrial Mathematics. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematical analysis --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Probabilities. --- Calculus of variations. --- Mathematical models. --- Models, Mathematical --- Isoperimetrical problems --- Variations, Calculus of --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk
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This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.
Markov processes. --- Perturbation (Mathematics). --- Probability. --- Markov processes --- Perturbation (Mathematics) --- Mathematics --- Physical Sciences & Mathematics --- Mathematical Statistics --- Mathematical optimization. --- Distribution (Probability theory) --- Engineering mathematics. --- Engineering --- Engineering analysis --- Distribution functions --- Frequency distribution --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Mathematics. --- Calculus of variations. --- Operations research. --- Management science. --- Probabilities. --- Applied mathematics. --- Probability Theory and Stochastic Processes. --- Calculus of Variations and Optimal Control; Optimization. --- Operations Research, Management Science. --- Appl.Mathematics/Computational Methods of Engineering. --- Mathematical analysis --- Characteristic functions --- Probabilities --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Distribution (Probability theory. --- Mathematical and Computational Engineering. --- Quantitative business analysis --- Management --- Problem solving --- Statistical decision --- Operational analysis --- Operational research --- Industrial engineering --- Management science --- Research --- System theory --- Isoperimetrical problems --- Variations, Calculus of --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk
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Production control --- Production management --- Stochastic processes
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This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.
Numerical methods of optimisation --- Operational research. Game theory --- Mathematical statistics --- Probability theory --- Mathematics --- Applied physical engineering --- Engineering sciences. Technology --- Planning (firm) --- analyse (wiskunde) --- waarschijnlijkheidstheorie --- stochastische analyse --- economie --- mathematische modellen --- econometrie --- wiskunde --- operationeel onderzoek --- ingenieurswetenschappen --- kansrekening --- optimalisatie
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This book is concerned with hierarchical control of manufacturing systems under uncertainty. It focuses on system performance measured in long-run average cost criteria, exploring the relationship between control problems with a discounted cost and that with a long-run average cost in connection with hierarchical control. A new theory is articulated that shows that hierarchical decision making in the context of a goal-seeking manufacturing system can lead to a near optimization of its objective. The approach in the book considers manufacturing systems in which events occur at different time scales. .
Production control --- Production management --- Cost accounting. --- Statistical methods. --- Cost --- Costing --- Costs, Industrial --- Accounting --- Historical costs (Accounting) --- Control, Production --- Factory management --- Industrial engineering --- Industrial management
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