標(biāo)題: Titlebook: Optimization, Control, and Applications of Stochastic Systems; In Honor of Onésimo Daniel Hernández-Hernández,J. Adolfo Minjárez-Sosa Book [打印本頁(yè)] 作者: 全體 時(shí)間: 2025-3-21 18:31
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems影響因子(影響力)
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems影響因子(影響力)學(xué)科排名
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems網(wǎng)絡(luò)公開(kāi)度
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems被引頻次
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems被引頻次學(xué)科排名
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems年度引用
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems年度引用學(xué)科排名
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems讀者反饋
書(shū)目名稱Optimization, Control, and Applications of Stochastic Systems讀者反饋學(xué)科排名
作者: 危機(jī) 時(shí)間: 2025-3-21 22:29
A Direct Approach to the Solution of Optimal Multiple-Stopping Problems,he refraction period adds an interesting twist to the problem. A tractable solution method is developed for those processes whose distributions are known. This work is motivated by the recent paper [Carmona and Dayanik (Math Oper Res 32:446–460, 2008)].作者: narcotic 時(shí)間: 2025-3-22 03:48 作者: monogamy 時(shí)間: 2025-3-22 08:32
A Survey of Some Model-Based Methods for Global Optimization,e proofs. Specific methods covered in this survey include model reference adaptive search, a particle-filtering approach, an evolutionary games approach, and a stochastic approximation-based gradient approach.作者: 討好女人 時(shí)間: 2025-3-22 10:51
Constrained Optimality for First Passage Criteria in Semi-Markov Decision Processes,multiplier technique to establish the existence of a constrained optimal policy under suitable conditions and show that the constrained optimal policy randomizes between two stationary policies differing in at most one state.作者: INCH 時(shí)間: 2025-3-22 16:49 作者: accessory 時(shí)間: 2025-3-22 17:30 作者: 前奏曲 時(shí)間: 2025-3-22 21:58 作者: 盟軍 時(shí)間: 2025-3-23 05:10 作者: G-spot 時(shí)間: 2025-3-23 06:18
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions,erizations of optimal control policies associated to different types of infinite-horizon control objectives. Conditions needed are given and results are stated, while the detailed proofs are referred to the paper [29].作者: 膝蓋 時(shí)間: 2025-3-23 10:47
On the Regularity Property of Semi-Markov Processes with Borel State Spaces,ched with probability one for every initial state; (c) it has a unique invariant probability measure. Under the latter condition, the regularity property is only ensured for almost all initial states with respect to the invariant probability measure.作者: 杠桿支點(diǎn) 時(shí)間: 2025-3-23 14:55
Book 2012e of applications of stochastic control and some of its recent theoretical developments. These topics include various aspects of dynamic programming, approximation algorithms,?and infinite-dimensional linear programming. In all, the work comprises 18 carefully selected papers written by experts in t作者: 真實(shí)的人 時(shí)間: 2025-3-23 18:14 作者: 慷慨不好 時(shí)間: 2025-3-24 01:23
A Constrained Optimization Problem with Applications to Constrained MDPs,d-optimal policies and characterize a constrained-optimal policy without the nonnegativity assumption on the costs as in the previous literature. Furthermore, we apply our results to discrete-time constrained MDPs with . discount factors.作者: Monolithic 時(shí)間: 2025-3-24 05:33
Approximation of Infinite Horizon Discounted Cost Markov Decision Processes,unction. Based on Lipschitz continuity of the elements of the control model, we propose a state and action discretization procedure for approximating the optimal value function and an optimal policy of the original control model. We provide explicit bounds on the approximation errors.作者: 厭食癥 時(shí)間: 2025-3-24 10:20
Continuous-Time Controlled Jump Markov Processes on the Finite Horizon,e solution of the corresponding dynamic programming equation. This leads to the existence of an optimal Markov control. We then consider a zero-sum game. We show that the value function exists and is the unique solution of the corresponding Isaacs equations. This yields the existence of a pair of saddle point Markov strategies.作者: HAWK 時(shí)間: 2025-3-24 13:40
Optimal Execution of Derivatives: A Taylor Expansion Approach,m. To do so, we first use a Taylor expansion of the derivative with respect to the price of the underlying asset at time zero. We then use up to the second-order approximation to solve the mean-variance optimization problem.作者: 恃強(qiáng)凌弱 時(shí)間: 2025-3-24 17:40
Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models,uming that the holding times distribution. is unknown, but it is possible to get an approximate distribution., such optimality deviation measures the quality of this approximation according if an optimal policy for the control model corresponding to. is still good for the original one determined for..作者: agnostic 時(shí)間: 2025-3-24 21:22 作者: frugal 時(shí)間: 2025-3-25 02:14
Optimization, Control, and Applications of Stochastic Systems978-0-8176-8337-5Series ISSN 2324-9749 Series E-ISSN 2324-9757 作者: 昏暗 時(shí)間: 2025-3-25 04:36 作者: oxidize 時(shí)間: 2025-3-25 08:54 作者: grudging 時(shí)間: 2025-3-25 13:27
https://doi.org/10.1007/978-0-8176-8337-5Markov control processes; applications in mathematical finance; dynamic games; infinite-dimensional lin作者: 諂媚于人 時(shí)間: 2025-3-25 18:05 作者: Lacunar-Stroke 時(shí)間: 2025-3-25 21:55 作者: semble 時(shí)間: 2025-3-26 01:39 作者: 遷移 時(shí)間: 2025-3-26 06:54
Mrinal K. Ghosh,Subhamay Sahats ‘golden age’ between 1910 and the 1930s, when it was central to the development of the discipline. We focus on the Chicago School and identify elements in its legacy which are relevant for analysis today. We contrast the development of urban sociology in the UK to indicate some of the specific st作者: Grievance 時(shí)間: 2025-3-26 12:01 作者: 歌曲 時(shí)間: 2025-3-26 13:51
Xianping Guo,Qingda Wei,Junyu Zhangvices their members depend upon. All societies, that is, have an economy in the sense of mechanisms which permit the production and circulation of goods and services. However, the principles which underpin these processes of production and circulation vary from society to society. In most pre-indust作者: audiologist 時(shí)間: 2025-3-26 16:54
Yonghui Huang,Xianping Guosals. By mid July 1986 Ambassador Habib was discussing the internal Nicaraguan situation with the Honduran President. Azcona paid tribute to Contadora and its Support Group, but clearly indicated it was time the Central American countries took the initiative in finding solutions. With the core count作者: 平常 時(shí)間: 2025-3-27 00:11 作者: 津貼 時(shí)間: 2025-3-27 02:23
Alexey Piunovskiy,Yi Zhangck and the consequently high and volatile price of energy, the first policies to promote conservation were forged largely in response to concerns about the adequacy of future energy resources. Exhortations to ‘save’ energy were paralleled by regulations that sought to prevent its unnecessary waste i作者: 管理員 時(shí)間: 2025-3-27 05:48 作者: 高歌 時(shí)間: 2025-3-27 10:10
Richard H. Stockbridge,Chao Zhuility, and few reforms are needed; for others there may be no sensible alternative to an early demise. Where on the spectrum does the United Nations lie? Today most observers agree that the United Nations — in its administration, its operations and its structure — is seriously flawed. There are call作者: Synchronism 時(shí)間: 2025-3-27 15:56 作者: 阻塞 時(shí)間: 2025-3-27 18:56
On the Policy Iteration Algorithm for Nondegenerate Controlled Diffusions Under the Ergodic Criterins Automat Control 42:1663–1680, 1997) for discrete-time controlled Markov chains. The model in (Meyn, IEEE Trans Automat Control 42:1663–1680, 1997) uses norm-like running costs, while we opt for the milder assumption of near-monotone costs. Also, instead of employing a blanket Lyapunov stability h作者: 極為憤怒 時(shí)間: 2025-3-28 00:43 作者: CON 時(shí)間: 2025-3-28 04:14
Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Conditione main structural condition on the model is that the cost function has a Lyapunov function . and that a power larger than two of . also admits a Lyapunov function. In this context, the existence of optimal stationary policies in the (strong) sample-path sense is established, and it is shown that the作者: 脫落 時(shí)間: 2025-3-28 06:58
Approximation of Infinite Horizon Discounted Cost Markov Decision Processes,unction. Based on Lipschitz continuity of the elements of the control model, we propose a state and action discretization procedure for approximating the optimal value function and an optimal policy of the original control model. We provide explicit bounds on the approximation errors.作者: coddle 時(shí)間: 2025-3-28 11:29 作者: 使長(zhǎng)胖 時(shí)間: 2025-3-28 18:27 作者: 華而不實(shí) 時(shí)間: 2025-3-28 21:47 作者: 男學(xué)院 時(shí)間: 2025-3-29 01:34
Optimal Execution of Derivatives: A Taylor Expansion Approach,m. To do so, we first use a Taylor expansion of the derivative with respect to the price of the underlying asset at time zero. We then use up to the second-order approximation to solve the mean-variance optimization problem.作者: 沙發(fā) 時(shí)間: 2025-3-29 06:33 作者: 犬儒主義者 時(shí)間: 2025-3-29 08:26 作者: 教唆 時(shí)間: 2025-3-29 13:03
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions,eria and advanced criteria are examined, emphases are placed on the advanced criteria. This chapter is mainly concerned with the existence and characterizations of optimal control policies associated to different types of infinite-horizon control objectives. Conditions needed are given and results a作者: 不合 時(shí)間: 2025-3-29 15:34
Fluid Approximations to Markov Decision Processes with Local Transitions, can be approximated by two of its deterministic and continuous analogues, namely, the standard fluid model and the refined fluid model, at least when the scaling parameter . grows large. We obtain the level of accuracy of such fluid approximations by showing that the absolute difference between the作者: Annotate 時(shí)間: 2025-3-29 23:10 作者: 攤位 時(shí)間: 2025-3-30 03:21
Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models,uming that the holding times distribution. is unknown, but it is possible to get an approximate distribution., such optimality deviation measures the quality of this approximation according if an optimal policy for the control model corresponding to. is still good for the original one determined for作者: 民間傳說(shuō) 時(shí)間: 2025-3-30 06:44
A Direct Approach to the Solution of Optimal Multiple-Stopping Problems,a general one-dimensional diffusion process with fairly general reward functions at each decision time. A key aspect of the problem is the requirement that succeeding decisions be delayed by at least the length of time of a refraction period following a preceding decision. Using a conditioning argum作者: Inertia 時(shí)間: 2025-3-30 10:12
On the Regularity Property of Semi-Markov Processes with Borel State Spaces,ov chain satisfies one of the following conditions: (a) it is Harris recurrent; (b) it is recurrent and the “recurrent part” of the state space is reached with probability one for every initial state; (c) it has a unique invariant probability measure. Under the latter condition, the regularity prope作者: RECUR 時(shí)間: 2025-3-30 14:32 作者: 受傷 時(shí)間: 2025-3-30 20:11 作者: 制度 時(shí)間: 2025-3-30 23:04 作者: NADIR 時(shí)間: 2025-3-31 01:00
uotations from the transcripts would be used pseudonymously, I was also able to explain that no individual history would be used in full. I stressed that, as I was a sociologist, I would be looking mainly to social factors in investigating why their lives had gone the way they had. That in analysing作者: 親密 時(shí)間: 2025-3-31 07:46 作者: Fabric 時(shí)間: 2025-3-31 11:47
Mrinal K. Ghosh,Subhamay Sahares of capitalist welfare states. The rise of functionalist and structuralist social theory altered the terrain of sociological inquiry. By the middle of the 1970s most commentators were contemptuous of the contribution of the Chicago School and of urban sociology more generally. However, in section作者: jovial 時(shí)間: 2025-3-31 17:02
ined by decisions made in Riyadh, Jakarta, Algiers or Tehran. If we have a mortgage, the interest rate we pay is strongly influenced by the budget deficit the United States government chooses to run, as will be the interest on the overdraft our small business has with the bank. If we export, the pri作者: 俗艷 時(shí)間: 2025-3-31 19:22
Xianping Guo,Qingda Wei,Junyu Zhangain a large proportion of what we need — food, clothes, consumer durables — by paying for them with money. Monetary transactions are the predominant feature of our type of ‘capitalist’ society and when we talk about ‘business’ we think primarily in terms of money-making. A successful business person作者: OVERT 時(shí)間: 2025-4-1 00:40
Yonghui Huang,Xianping Guoan for a peaceful coexistence’. George Shultz was already moving in this direction in his public utterances. In early August he indicated that the isthmian leaders thought the only way to bring peace to the region was without the Sandinistas, when Nicaragua had, according to their interpretation, a 作者: 會(huì)議 時(shí)間: 2025-4-1 02:26
Héctor Jasso-Fuentes,George Yine of division amongst the contra leadership factions. The first comprehensive Sandinista proposal was rejected while contra leader Alfredo César began secret talks with Humberto Ortega and Paul Reichler, an American legal representative to the Sandinistas. According to the Center for International P作者: forestry 時(shí)間: 2025-4-1 06:31 作者: 假裝是你 時(shí)間: 2025-4-1 12:20
Rosario Romera,Wolfgang Runggaldierefficiency’ was born. The Energy Efficiency Office (EEO) was established within the Department of Energy in 1983 to support a more vigorous marketing of conservation investments, and — especially with 1986 declared to be Energy Efficiency Year — policy was briefly given enhanced resources and a high