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Stochastic Systems: Modeling, Identification and Optimization, II
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| 目次 | The structure of jump processes and related control problems Two-person nonzero sum stochastic differential games with stopping time A new approach to multi-stage stochastic linear programs General necessary conditions for optimal control of stochastic systems Regenerative Markov decision models Discrete approximations for stochastic control problems with control acting continuously and impulsively A martingale approach to queues Discretizations of multistage stochastic programming problems Controls optimal from time t onward and dynamic programming for systems of controlled jump processes Some optimal control problems for queueing systems Nonanticipativity and L 1-martingales in stochastic optimization problems Computation of the eigenprojection of a nonnegative matrix at its spectral radius Monotone optimal policies for Markov decision processes On dynamic programming recursions for multiplicative Markov decision chains Necessary and sufficient conditions for optimal solutions to a survivor search problem Density functions for random matrix equations A laurent series for the resolvent of a strongly continuous stochastic semi-group.続きを見る |
| 本文を見る | Full text available from SpringerLink ebooks - Mathematics and Statistics (Archive) |
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| 登録日 | 2020.06.27 |
| 更新日 | 2020.06.28 |