Stochastic Modeling and Optimization

David D. Yao (), Xun Yu Zhou () and Hanqin Zhang ()
Additional contact information
David D. Yao: Columbia University, Department of Operations Research and Industrial Engineering
Xun Yu Zhou: Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management
Hanqin Zhang: Chinese Academy of Science, Academy of Mathematics and System Sciences

in Springer Books from Springer

Date: 2003
ISBN: 978-0-387-21757-4
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Chapters in this book:

Ch 1 Discrete-time Singularly Perturbed Markov Chains

G. Yin and Q. Zhang

Ch 2 Nearly Optimal Controls of Markovian Systems

Q. Zhang, R. H. Liu and G. Yin

Ch 3 Stochastic Approximation, with Applications

Han-Fu Chen

Ch 4 Performance Potential Based Optimization and MDPs

Xi-Ren Cao

Ch 5 An Interior-Point Approach to Multi-Stage Stochastic Programming

Shuzhong Zhang

Ch 6 A Brownian Model of Stochastic Processing Networks

Hong Chen

Ch 7 Stability of General Processing Networks

Jim Dai and Otis B. Jennings

Ch 8 Large Deviations, Long-Range Dependence, and Queues

C.-S. Chang, David D. Yao and Tim Zajic

Ch 9 Markowitz’s World in Continuous Time, and Beyond

Xun Yu Zhou

Ch 10 Variance Minimization in Stochastic Systems

Duan Li, Fucai Qian and Peilin Fu

Ch 11 A Markov Chain Method for Pricing Contingent Claims

Jin-Chuan Duan, Geneviève Gauthier and Jean-Guy Simonato

Ch 12 Stochastic Network Models and Optimization of a Hospital System

Xiuli Chao, Liming Liu and Shaohui Zheng

Ch 13 Optimal Airline Booking Control with Cancellations

Youyi Feng, Ping Lin and Baichun Xiao

Ch 14 Information Revision and Decision Making in Supply Chain Management

Houmin Yan and Hanqin Zhang

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DOI: 10.1007/978-0-387-21757-4

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