1-TCP-AQM interactions:periodic optimization via linear programming
2-Explicit solutions of linear quadratic differential games
3-Extended generators of markov processes and applications
4-Control of manufacturing systems with delayed inspection and limited capacity
5-Admission control in the presence of periorities:Asimple path approach
6-Some bilinear stochastic equations with factional brownian motion
7-Twotypes of risk
8-Optimal production policy in a stochastic manufacturing system
9-A stochastic control approach to optimal climate policies
10-Characterization of just in time sequencing via apportionment
11-Linear stochastic equations in a hilbert space with a fractional brownian motion
12-Hedging options with transaction costs
13-Supply portfolio selection and execution with demand information updates
14-A regime-switching model for european options
15-Pricing american put options using stochastic optimization methods
16-Optimal portfolio application with double-uniform jump model
Stochastic Processes, Optimization, and Control Theory Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems A Volume in Honor of Suresh Sethi (2006) / Yan ، Houmin، نویسنده
Stochastic Processes, Optimization, and Control Theory Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems A Volume in Honor of Suresh Sethi