Modeling, Stochastic Control, Optimization, and Applications. 1st ed. 2019

種類:

電子ブック

責任表示:

edited by George Yin, Qing Zhang

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2019

著者名:

• Yin, George.
• Zhang, Qing.
• SpringerLink (Online service)

シリーズ名:

The IMA Volumes in Mathematics and its Applications ; 164

ISBN:

9783030254988 [3030254984]    

注記:

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: Stationar
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 coverin

ローカル注記:

学内専用E-BOOKS (local access only)