Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Ma

This edited volume contains sixteen research articles and presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate contr

  • PDF / 4,162,273 Bytes
  • 397 Pages / 441 x 666 pts Page_size
  • 62 Downloads / 179 Views

DOWNLOAD

REPORT


Recent titles in the INTERNATIONAL SERIES IN

OPERATIONS RESEARCH & MANAGEMENT SCIENCE Frederick S. Hillier, Series Editor, Stanford University Talluri & van Ryzin/ THE THEORY AND PRACTICE OF REVENUE MANAGEMENT Kavadias & Loch/PROJECT SELECTION UNDER UNCERTAINTY: Dynamically Allocating Resources to Maximize Value

Brandeau, Sainfort & Pierskalla/ OPERATIONS RESEARCH AND HEALTH CARE: A Handbook of Methods and Applications

Cooper, Seiford & Zhu/ HANDBOOK OF DATA ENVELOPMENT ANALYSIS: Models and Methods

Luenberger/ LINEAR AND NONLINEAR PROGRAMMING, 2nd Ed. Sherbrooke/ OPTIMAL INVENTORY MODELING OF SYSTEMS: Multi-Echelon Techniques, Second Edition

Chu, Leung, Hui & Cheung/ 4th PARTY CYBER LOGISTICS FOR AIR CARGO Simchi-Levi, Wu & Shen/ HANDBOOK OF QUANTITATIVE SUPPLY CHAIN ANALYSIS: Modeling in the E-Business Era

Gass & Assad/ AN ANNOTATED TIMELINE OF OPERATIONS RESEARCH: An Informal History

Greenberg/ TUTORIALS ON EMERGING METHODOLOGIES AND APPLICATIONS IN OPERATIONS RESEARCH

Weber/ UNCERTAINTY IN THE ELECTRIC POWER INDUSTRY: Methods and Models for Decision Support

Figueira, Greco & Ehrgott/ MULTIPLE CRITERIA DECISION ANALYSIS: State of the Art Surveys

Reveliotis/ REAL-TIME MANAGEMENT OF RESOURCE ALLOCATIONS SYSTEMS: A Discrete Event Systems Approach

Kall & Mayer/ STOCHASTIC LINEAR PROGRAMMING: Models, Theory, and Computation Sethi, Yan & Zhang/ INVENTORY AND SUPPLY CHAIN MANAGEMENT WITH FORECAST UPDATES

Cox/ QUANTITATIVE HEALTH RISK ANALYSIS METHODS: Modeling the Human Health Impacts of Antibiotics Used in Food Animals

Ching & Ng/ MARKOV CHAINS: Models, Algorithms and Applications Li & Sun/ NONLINEAR INTEGER PROGRAMMING Kaliszewski/ SOFT COMPUTING FOR COMPLEX MULTIPLE CRITERIA DECISION MAKING Bouyssou et al/ EVALUATION AND DECISION MODELS WITH MULTIPLE CRITERIA: Stepping stones for the analyst

Blecker & Friedrich/ MASS CUSTOMIZATION: Challenges and Solutions Appa, Pitsoulis & Williams/ HANDBOOK ON MODELLING FOR DISCRETE OPTIMIZATION Herrmann/ HANDBOOK OF PRODUCTION SCHEDULING Axsäter/ INVENTORY CONTROL, 2nd Ed. Hall/ PATIENT FLOW: Reducing Delay in Healthcare Delivery Józefowska & WĊglarz/ PERSPECTIVES IN MODERN PROJECT SCHEDULING Tian & Zhang/ VACATION QUEUEING MODELS: Theory and Applications * A list of the early publications in the series is at the end of the book *

Stochastic Processes, Optimization, and Control Theory : Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems A Volume in Honor of Suresh Sethi

Houmin Yan, George Yin, and Qing Zhang Editors

Houmin Yan The Chinese Univ. of HK Hong Kong

George Yin Wayne State Univ. Detroit, MI, USA

Qing Zhang University of Georgia Athens, GA, USA

Library of Congress Control Number: 2006924379 ISBN-10: 0-387-33770-9 (HB) ISBN-13: 978-0387-33770-8 (HB)

ISBN-10: 0-387-33815-2 (e-book) ISBN-13: 978-0387-33815-6 (e-book)

Printed on acid-free paper. © 2006 by Springer Science+Business Media, LLC All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publishe