{"product_id":"9780387955827","title":"Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains","description":"\u003ch1\u003eStochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains\u003c\/h1\u003e \u003ch2\u003eYao, David D.; Zhang, Hanqin; Zhou, Xun Yu\u003c\/h2\u003e \u003cp\u003eThe objective of this volume is to highlight through a collection of chap­ ters some of the recent research works in applied prob ability, specifically stochastic modeling and optimization. The volume is organized loosely into four parts. The first part is a col­ lection of several basic methodologies: singularly perturbed Markov chains (Chapter 1), and related applications in stochastic optimal control (Chapter 2); stochastic approximation, emphasizing convergence properties (Chapter 3); a performance-potential based approach to Markov decision program­ ming (Chapter 4); and interior-point techniques (homogeneous self-dual embedding and central path following) applied to stochastic programming (Chapter 5). The three chapters in the second part are concerned with queueing the­ ory. Chapters 6 and 7 both study processing networks - a general dass of queueing networks - focusing, respectively, on limit theorems in the form of strong approximation, and the issue of stability via connections to re­ lated fluid models. The subject of Chapter 8 is performance asymptotics via large deviations theory, when the input process to a queueing system exhibits long-range dependence, modeled as fractional Brownian motion.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2003-01-14\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9780387955827\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-0-387-21757-4\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 468\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":46545207230604,"sku":"9780387955827","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780387955827.jpg?v=1775772511","url":"https:\/\/lateknightbooks.com\/products\/9780387955827","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}