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Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
Editor
Listed:
- Houmin Yan(The Chinese Univ. of HK)George Yin(Wayne State Univ.)Qing Zhang(University of Georgia)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Houmin Yan & George Yin & Qing Zhang (ed.), 2006. "Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems," International Series in Operations Research and Management Science, Springer, number 978-0-387-33815-6, April.
Handle: RePEc:spr:isorms:978-0-387-33815-6
DOI: 10.1007/0-387-33815-2
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Book Chapters
The following chapters of this book are listed in IDEAS- K. E. Avrachenkov & L. D. Finlay & V. G. Gaitsgory, 2006. "TCP-AQM Interaction: Periodic Optimization via Linear Programming," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 1-17, Springer.
- A. Bensoussan, 2006. "Explicit Solutions of Linear Quadratic Differential Games," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 19-34, Springer.
- Tomasz R. Bielecki & Ewa Frankiewicz, 2006. "Extended Generators of Markov Processes and Applications," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 35-54, Springer.
- E. K. Boukas, 2006. "Control of Manufacturing Systems with Delayed Inspection and Limited Capacity," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 55-71, Springer.
- Feng Chen & Vidyadhar G. Kulkarni, 2006. "Admission Control in the Presence of Priorities: A Sample Path Approach," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 73-95, Springer.
- T. E. Duncan, 2006. "Some Bilinear Stochastic Equations with a Fractional Brownian Motion," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 97-108, Springer.
- Jerzy A. Filar & Boda Kang, 2006. "Two Types of Risk," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 109-140, Springer.
- Yongjiang Guo & Hanqin Zhang, 2006. "Optimal Production Policy in a Stochastic Manufacturing System," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 141-157, Springer.
- Alain Haurie, 2006. "A Stochastic Control Approach to Optimal Climate Policies," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 159-173, Springer.
- Joanna Józefowska & Łukasz Józefowski & Wiesław Kubiak, 2006. "Characterization of Just in Time Sequencing via Apportionment," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 175-200, Springer.
- B. Pasik-Duncan & T. E. Duncan & B. Maslowski, 2006. "Linear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 201-221, Springer.
- Wulin Suo, 2006. "Hedging Options with Transaction Costs," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 223-247, Springer.
- Haifeng Wang & Houmin Yan, 2006. "Supply Portfolio Selection and Execution with Demand Information Updates," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 249-279, Springer.
- David D. Yao & Qing Zhang & Xun Yu Zhou, 2006. "A Regime-Switching Model for European Options," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 281-300, Springer.
- G. Yin & J. W. Wang & Q. Zhang & Y. J. Liu & R. H. Liu, 2006. "Pricing American Put Options Using Stochastic Optimization Methods," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 301-329, Springer.
- Zongwu Zhu & Floyd B. Hanson, 2006. "Optimal Portfolio Application with Double-Uniform Jump Model," International Series in Operations Research & Management Science, in: Houmin Yan & George Yin & Qing Zhang (ed.), Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems, chapter 0, pages 331-358, Springer.
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