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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.
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登録日 2020.06.27
更新日 2020.06.28