Continuous stochastic description of birth and death processes and diffusion-controlled reactions
โ Scribed by V. R. Chechetkin; V. S. Lutovinov
- Book ID
- 112835586
- Publisher
- Springer-Verlag,Italian Physical Society
- Year
- 1987
- Weight
- 565 KB
- Volume
- 99
- Category
- Article
- ISSN
- 0369-3554
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Consider a continuous-time airline overbooking problem that relates to a single-leg flight and a single service class with a stationary fare. Passengers may cancel their reservations at any time and receive a full refund. Therefore fares can be thought of as being paid at flight time. At that time,
This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4). The chapters include treatments of optimal