Level Crossing Methods in Stochastic Models, Percy H. Brill
Автор: Guy Latouche; Vaidyanathan Ramaswami; Jay Sethuram Название: Matrix-Analytic Methods in Stochastic Models ISBN: 1489994246 ISBN-13(EAN): 9781489994240 Издательство: Springer Рейтинг: Цена: 13415.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Factorization properties for a MAP-modulated fluid flow model under server vacation policies.- A compressed cyclic reduction for QBDs with low rank upper and lower transitions.- Bilateral matrix-exponential distribution.- AutoCAT: Automated Product-Form Solution of Stochastic Models.- Markovian trees subject to catastrophes: Would they survive forever?.- Majorization and Extremal PH-Distributions.- Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes.- Revisit to the tail asymptotics of the double QBD process: Refinement and complete solutions for the coordinate and diagonal directions.- Two-dimensional fluid queues with temporary assistance.- A Fluid Introduction To Brownian Motion & Stochastic Integration.- The impact of dampening demand variability in a production/inventory system with multiple retailers.
Описание: Presents at an introductory level some stochastic models applied in economics, finance and insurance. This book uses Markov chains, random walks, stochastic differential equations and other stochastic processes throughout and systematically applies them to economic and financial applications.
Описание: Vol.4: Effective Environmental Management for Sustainable Development
Автор: Marida Bertocchi; Giorgio Consigli; Michael A. H. Название: Stochastic Optimization Methods in Finance and Energy ISBN: 1461430275 ISBN-13(EAN): 9781461430278 Издательство: Springer Рейтинг: Цена: 26711.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents contributions dedicated to applied problems in the financial and energy sectors that have been formulated and solved in a stochastic optimization framework. Coverage also extends to theoretical and computational issues.
Описание: Vol.4: Effective Environmental Management for Sustainable Development
Автор: Marti, Kurt Название: Stochastic optimization methods ISBN: 3662500124 ISBN-13(EAN): 9783662500125 Издательство: Springer Рейтинг: Цена: 15855.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Optimization Methods.- Optimal Control Under Stochastic Uncertainty.- Stochastic Optimal Open-Loop Feedback Control.- Adaptive Optimal Stochastic Trajectory Planning and Control (AOSTPC).- Optimal Design of Regulators.- Expected Total Cost Minimum Design of Plane Frames.- Stochastic Structural Optimization with Quadratic Loss Functions.- Maximum Entropy Techniques.
Автор: Kurt Marti Название: Stochastic Optimization Methods ISBN: 3642098363 ISBN-13(EAN): 9783642098369 Издательство: Springer Рейтинг: Цена: 14635.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Optimization problems arising in practice involve random model parameters. This book features many illustrations, several examples, and applications to concrete problems from engineering and operations research.
Автор: N. Balakrishnan; V.B. Melas; S. Ermakov Название: Advances in Stochastic Simulation Methods ISBN: 146127091X ISBN-13(EAN): 9781461270911 Издательство: Springer Рейтинг: Цена: 12196.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This is a volume consisting of selected papers that were presented at the 3rd St. Petersburg Workshop on Simulation held at St. Petersburg, Russia, during June 28-July 3, 1998.
Описание: Provides an algorithmic framework for numerical computation of many practical stochastic systems. This title summarizes important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis.
Автор: Shunji Osaki Название: Stochastic Models in Reliability and Maintenance ISBN: 3642077250 ISBN-13(EAN): 9783642077258 Издательство: Springer Рейтинг: Цена: 20123.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Much more importantly, we have to maintain such systems without failure, but cannot predict when such systems will fail and how to fix such systems without delay. Many mathematical models have been and will be proposed to describe reliability and maintainability systems by using the stochastic processes.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
