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140122 ||| eng |
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|a 9783642007866
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1 |
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|a Wets, Roger J.-B.
|e [editor]
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245 |
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|a Stochastic Systems: Modeling, Identification and Optimization II
|h Elektronische Ressource
|c edited by Roger J.-B. Wets
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250 |
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|a 1st ed. 1976
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260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1976, 1976
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300 |
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|a 264 p
|b online resource
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505 |
0 |
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|a 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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653 |
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|a Optimization
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653 |
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|a Mathematics of Computing
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653 |
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|a Computer science / Mathematics
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653 |
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|a Mathematical optimization
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7 |
|a eng
|2 ISO 639-2
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989 |
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|b SBA
|a Springer Book Archives -2004
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|a Mathematical Programming Studies
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|a 10.1007/BFb0120739
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856 |
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|u https://doi.org/10.1007/BFb0120739?nosfx=y
|x Verlag
|3 Volltext
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|a 519.6
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