000			04489nam a22005175i 4500
001			978-0-8176-8337-5
003			DE-He213
005			20251006084441.0
007			cr nn 008mamaa
008			120814s2012 xxu| s |||| 0|eng d
020			_a9780817683375
020			_a99780817683375
024	7		_a10.1007/978-0-8176-8337-5 _2doi
082	0	4	_a519 _223
100	1		_aHernández-Hernández, Daniel. _eeditor.
245	1	0	_aOptimization, Control, and Applications of Stochastic Systems _h[electronic resource] : _bIn Honor of Onésimo Hernández-Lerma / _cedited by Daniel Hernández-Hernández, J. Adolfo Minjárez-Sosa.
264		1	_aBoston : _bBirkhäuser Boston : _bImprint: Birkhäuser, _c2012.
300			_aXXVII, 309 p. 8 illus., 7 illus. in color. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aSystems & Control: Foundations & Applications
505	0		_a1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion -- 2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint -- 3 Sample-Path Optimality in Average Markov Decision Chains -- 4 Approximation of Infinite Horizon Discounted Cost Markov -- 5 Reduction of Discounted Continuous-Time MDPs with Unbounded -- 6 Continuous-Time Controlled Jump Markov Processes on the Finite -- 7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions -- 8 A Constrained Optimization Problem with Applications to Constrained -- 9 Optimal Execution of Derivatives, a Taylor Expansion Approach -- 10 A Survey of Some Model-Based Methods for Global Optimization -- 11 Constrained Optimality for First Passage Criteria in Semi-Markov -- 12 Infinite-Horizon Optimal Control Problems for Hybrid Switching -- 13 Fluid Approximations to Markov Decision Processes with Local -- 14 Minimizing Ruin Probabilities by Reinsurance and Investment: a Markovian Decision Approach -- 15 Estimation of the Optimality Deviation in Discounted Semi-Markov -- 16 Discrete Time Approximations of Continuous Time Finite Horizon -- 17 A Direct Approach to the Solution of Optimal Multiple-Stopping -- 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces.
520			_aCompiled 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.
650		0	_aMATHEMATICS.
650		0	_aSYSTEMS THEORY.
650		0	_aMATHEMATICAL OPTIMIZATION.
650		0	_aENGINEERING MATHEMATICS.
650	1	4	_aMATHEMATICS.
650	2	4	_aSYSTEMS THEORY, CONTROL.
650	2	4	_aGAME THEORY, ECONOMICS, SOCIAL AND BEHAV. SCIENCES.
650	2	4	_aAPPL.MATHEMATICS/COMPUTATIONAL METHODS OF ENGINEERING.
650	2	4	_aOPERATIONS RESEARCH, MANAGEMENT SCIENCE.
650	2	4	_aOPTIMIZATION.
650	2	4	_aAPPLICATIONS OF MATHEMATICS.
700	1		_aMinjárez-Sosa, J. Adolfo. _eeditor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780817683368
830		0	_aSystems & Control: Foundations & Applications
856	4	0	_uhttp://dx.doi.org/10.1007/978-0-8176-8337-5 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c59889 _d59889