Brownian models of performance and control:
Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused an...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2013
|
| Links: | https://doi.org/10.1017/CBO9781139087698 |
| Zusammenfassung: | Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald-Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models. |
| Umfang: | 1 Online-Ressource (xviii, 190 Seiten) |
| ISBN: | 9781139087698 |
Internformat
MARC
| LEADER | 00000nam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-20-CTM-CR9781139087698 | ||
| 003 | UkCbUP | ||
| 005 | 20160512103044.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 110516s2013||||enk o ||1 0|eng|d | ||
| 020 | |a 9781139087698 | ||
| 100 | 1 | |a Harrison, J. Michael |d 1944- | |
| 240 | 1 | 0 | |a Brownian motion and stochastic flow systems |
| 245 | 1 | 0 | |a Brownian models of performance and control |c J. Michael Harrison, Stanford University, California |
| 246 | 3 | |a Brownian Models of Performance & Control | |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2013 | |
| 300 | |a 1 Online-Ressource (xviii, 190 Seiten) | ||
| 336 | |b txt | ||
| 337 | |b c | ||
| 338 | |b cr | ||
| 520 | |a Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald-Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models. | ||
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781107018396 |
| 966 | 4 | 0 | |l DE-91 |p ZDB-20-CTM |q TUM_PDA_CTM |u https://doi.org/10.1017/CBO9781139087698 |3 Volltext |
| 912 | |a ZDB-20-CTM | ||
| 912 | |a ZDB-20-CTM | ||
| 049 | |a DE-91 | ||
Datensatz im Suchindex
| DE-BY-TUM_katkey | ZDB-20-CTM-CR9781139087698 |
|---|---|
| _version_ | 1825574052673093632 |
| adam_text | |
| any_adam_object | |
| author | Harrison, J. Michael 1944- |
| author_facet | Harrison, J. Michael 1944- |
| author_role | |
| author_sort | Harrison, J. Michael 1944- |
| author_variant | j m h jm jmh |
| building | Verbundindex |
| bvnumber | localTUM |
| collection | ZDB-20-CTM |
| format | eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01691nam a2200265 i 4500</leader><controlfield tag="001">ZDB-20-CTM-CR9781139087698</controlfield><controlfield tag="003">UkCbUP</controlfield><controlfield tag="005">20160512103044.0</controlfield><controlfield tag="006">m|||||o||d||||||||</controlfield><controlfield tag="007">cr||||||||||||</controlfield><controlfield tag="008">110516s2013||||enk o ||1 0|eng|d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781139087698</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Harrison, J. Michael</subfield><subfield code="d">1944-</subfield></datafield><datafield tag="240" ind1="1" ind2="0"><subfield code="a">Brownian motion and stochastic flow systems</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Brownian models of performance and control</subfield><subfield code="c">J. Michael Harrison, Stanford University, California</subfield></datafield><datafield tag="246" ind1="3" ind2=" "><subfield code="a">Brownian Models of Performance & Control</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (xviii, 190 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald-Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models.</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9781107018396</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-91</subfield><subfield code="p">ZDB-20-CTM</subfield><subfield code="q">TUM_PDA_CTM</subfield><subfield code="u">https://doi.org/10.1017/CBO9781139087698</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CTM</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-91</subfield></datafield></record></collection> |
| id | ZDB-20-CTM-CR9781139087698 |
| illustrated | Not Illustrated |
| indexdate | 2025-03-03T11:58:06Z |
| institution | BVB |
| isbn | 9781139087698 |
| language | English |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM |
| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xviii, 190 Seiten) |
| psigel | ZDB-20-CTM TUM_PDA_CTM ZDB-20-CTM |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Harrison, J. Michael 1944- Brownian motion and stochastic flow systems Brownian models of performance and control J. Michael Harrison, Stanford University, California Brownian Models of Performance & Control Cambridge Cambridge University Press 2013 1 Online-Ressource (xviii, 190 Seiten) txt c cr Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald-Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models. Erscheint auch als Druck-Ausgabe 9781107018396 |
| spellingShingle | Harrison, J. Michael 1944- Brownian models of performance and control |
| title | Brownian models of performance and control |
| title_alt | Brownian motion and stochastic flow systems Brownian Models of Performance & Control |
| title_auth | Brownian models of performance and control |
| title_exact_search | Brownian models of performance and control |
| title_full | Brownian models of performance and control J. Michael Harrison, Stanford University, California |
| title_fullStr | Brownian models of performance and control J. Michael Harrison, Stanford University, California |
| title_full_unstemmed | Brownian models of performance and control J. Michael Harrison, Stanford University, California |
| title_short | Brownian models of performance and control |
| title_sort | brownian models of performance and control |
| work_keys_str_mv | AT harrisonjmichael brownianmotionandstochasticflowsystems AT harrisonjmichael brownianmodelsofperformanceandcontrol AT harrisonjmichael brownianmodelsofperformancecontrol |