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Buch, Englisch, 770 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1188 g
Reihe: International Series in Operations Research & Management Science
An Examination of Stochastic Theory, Methods, and Applications
Buch, Englisch, 770 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1188 g
Reihe: International Series in Operations Research & Management Science
ISBN: 978-1-4757-8369-8
Verlag: Springer US
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Chapter 1. Professor Sidney J. Yakowitz.- Chapter 2. Stability of Single Class Queueing Networks.- Chapter 3. Sequential Optimization Under Uncertainty.- Chapter 4. Exact Asymptotics for Large Deviation Probabilities, with Applications.- Chapter 5. Stochastic Modelling of Early HIV Immune Responses Under Treatment by Protease Inhibitors.- Chapter 6. The impact of re-using hypodermic needles.- Chapter 7. Nonparametric Frequency Detection and Optimal Coding in Molecular Biology.- Chapter 8. An Efficient Stochastic Approximation Algorithm for Stochastic Saddle Point Problems.- Chapter 9. Regression Models for Binary Time Series.- Chapter 10. Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates.- Chapter 11. Strategies for Sequential Prediction of Stationary Time Series.- Chapter 12. The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lag.- Chapter 13. A Differential Game of Debt Contract Valuation.- Chapter 14. Huge Capacity Planning and Resource Pricing for Pioneering Projects.- Chapter 15. Affordable Upgrades of Complex Systems: A Multilevel, Performance Based Approach.- Chapter 16. On Successive Approximation of Optimal Control of Stochastic Dynamic Systems.- Chapter 17. Stability of Random Iterative Mappings.- Chapter 18. ‘Unobserved’ Monte Carlo Methods for Adaptive Algorithms.- Chapter 19. Random Search Under Additive Noise.- Chapter 20. Recent Advances in Randomized Quasi-Monte Carlo Methods.- Chapter 21. Singularly Perturbed Markov Chains and Applications to Large-Scale Systems under Uncertainty.- Chapter 22. Risk–Sensitive Optimal Control in Communicating Average Markov Decision Chains.- Chapter 23. Some Aspects of Statistical Inference in a Markovian and Mixing Framework.- Chapter 24. Stochastic Ordering of Order Statistics II.- Chapter 25. Vehicle Routing with Stochastic Demands: Models & Computational Methods.- Chapter 26. Life in the Fast Lane: Yates’s Algorithm, Fast Fourier and Walsh Transforms.- Chapter 27. Uncertainty Bounds in Parameter Estimation with Limited Data.- Chapter 28. A Tutorial on Hierarchical Lossless Data Compression.- Chapter 29. Eureka! Bellman’s Principle of Optimality is valid!- Chapter 30. Reflections on Statistical Methods for Complex Stochastic Systems.