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Numerical Methods for Stochastic Control Problems in Continuous Time
Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump …
Stochastic Approximation and Recursive Algorithms and Applications
The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical …
Stochastic Approximation and Recursive Algorithms and Applications
The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical …
Heavy Traffic Analysis of Controlled Queueing and Communication Networks
The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to …
Numerical Methods for Stochastic Control Problems in Continuous Time
Changes in the second edition. The second edition differs from the first in that there is a full development of problems where the variance of the diffusion term and the jump …
Heavy Traffic Analysis of Controlled Queueing and Communication Networks
The aim of this book is the development of the heavy traffic approach to the modeling and analysis of queueing networks, both controlled and uncontrolled, and many applications to …