دانلود کتاب Optimization, Control, and Applications of Stochastic Systems: In Honor of Onésimo Hernández-Lerma

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Front Matter....Pages i-xxvii
On the Policy Iteration Algorithm for Nondegenerate Controlled Diffusions Under the Ergodic Criterion....Pages 1-12
Discrete-Time Inventory Problems with Lead-Time and Order-Time Constraint....Pages 13-29
Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition....Pages 31-57
Approximation of Infinite Horizon Discounted Cost Markov Decision Processes....Pages 59-76
Reduction of Discounted Continuous-Time MDPs with Unbounded Jump and Reward Rates to Discrete-Time Total-Reward MDPs....Pages 77-97
Continuous-Time Controlled Jump Markov Processes on the Finite Horizon....Pages 99-109
Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions....Pages 111-124
A Constrained Optimization Problem with Applications to Constrained MDPs....Pages 125-150
Optimal Execution of Derivatives: A Taylor Expansion Approach....Pages 151-156
A Survey of Some Model-Based Methods for Global Optimization....Pages 157-179
Constrained Optimality for First Passage Criteria in Semi-Markov Decision Processes....Pages 181-202
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions....Pages 203-223
Fluid Approximations to Markov Decision Processes with Local Transitions....Pages 225-238
Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach....Pages 239-252
Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models....Pages 253-264
Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems....Pages 265-282
A Direct Approach to the Solution of Optimal Multiple-Stopping Problems....Pages 283-299
On the Regularity Property of Semi-Markov Processes with Borel State Spaces....Pages 301-309