Markov processes and controlled Markov chains /

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Bibliographic Details
Meeting name:International Workshop on Markov Processes and Controlled Markov Chains (1999 : Changsha, Hunan Sheng, China)
Imprint:Dordrecht ; Boston : Kluwer Academic Publishers, c2002.
Description:x, 511 p. : ill. ; 25 cm.
Language:English
Subject:Markov processes -- Congresses.
Markov processes.
Conference papers and proceedings.
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4865812
Hidden Bibliographic Details
Other authors / contributors:Hou, Zhenting.
Filar, Jerzy A., 1949-
Chen, Anyue.
ISBN:1402008031 (acid-free paper)
Notes:Includes bibliographical references.
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245 1 0 |a Markov processes and controlled Markov chains /  |c edited by Zhenting Hou, Jerzy A. Filar, and Anyue Chen. 
260 |a Dordrecht ;  |a Boston :  |b Kluwer Academic Publishers,  |c c2002. 
300 |a x, 511 p. :  |b ill. ;  |c 25 cm. 
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338 |a volume  |b nc  |2 rdacarrier  |0 http://id.loc.gov/vocabulary/carriers/nc 
504 |a Includes bibliographical references. 
505 0 0 |g Pt. I.  |t Markov processes --  |g 1.  |t Branching exit Markov system and their applications to partial differential equations /  |r E. B. Dynkin --  |g 2.  |t Feller transition functions, resolvent decomposition theorems, and their application in unstable denumerable Markov processes /  |r Anyue Chen, Hanjun Zhang and Zhenting Hou --  |g 3.  |t Identifying Q-processes with a given finite [mu]-invariant measure /  |r P. K. Pollett --  |g 4.  |t Convergence property of standard transition functions /  |r Hanjun Zhang, Qixiang Mei, Xiang Lin and Zhenting Hou --  |g 5.  |t Markov skeleton processes /  |r Hou Zhenting, Liu Zaiming, Zou Jiezhong and Chen Xuerong --  |g 6.  |t Piecewise deterministic Markov processes and semi-dynamic systems /  |r Guoxin Liu --  |g Pt. II.  |t Controlled Markov chains and decision processes --  |g 7.  |t Average optimality for adaptive Markov control processes with unbounded costs and unknown disturbance distribution /  |r J. Adolfo Minjarez-Sosa --  |g 8.  |t Controlled Markov chains with utility functions /  |r Seiichi Iwamoto, Takayuki Ueno and Toshiharu Fujita --  |g 9.  |t Classification problems in MDPs /  |r L. C. M. Kallenberg --  |g 10.  |t Optimality conditions for CTMDP with average cost criterion /  |r Xianping Guo and Weiping Zhu --  |g 11.  |t Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion /  |r Rolando Cavazos-Cadena and Raul Montes-de-Oca --  |g 12.  |t Interval methods for uncertain Markov decision processes /  |r Masami Kurano, Masami Yasuda and Jun-ichi Nakagami --  |g 13.  |t Constrained discounted semi-Markov decision processes /  |r Eugene A. Feinberg --  |g 14.  |t Linear program for communicating MDPs with multiple constraints /  |r Jerzy A. Filar and Xianping Guo --  |g 15.  |t Optimal switching problem for Markov chains /  |r A. A. Yushkevich --  |g 16.  |t Approximations of a controlled diffusion model for renewable resource exploitation /  |r Sara Pasquali and Wolfgang J. Runggaldier --  |g Pt. III.  |t Stochastic processes and martingales --  |g 17.  |t A Fleming-Viot process with unbounded selection, II /  |r S. N. Ethier and Tokuzo Shiga --  |g 18.  |t Boundary theory for superdiffusions /  |r S. E. Kuznetsov --  |g 19.  |t On solutions of backward stochastic differential equations with jumps and stochastic control /  |r Situ Rong --  |g 20.  |t Doob's inequality and lower estimation of the maximum of martingales /  |r Li Zhichan --  |g 21.  |t The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet /  |r Yuan Chenggui and Chen Xuerong --  |g 22.  |t Monotonic approximation of the Gittins index /  |r Xikui Wang --  |g Pt. IV.  |t Applications to finance, control systems and other related fields --  |g 23.  |t Optimal consumption-investment decisions allowing for bankruptcy: A brief survey /  |r Suresh P. Sethi --  |g 24.  |t The hedging strategy of an Asian option /  |r Zhaojun Yang and Jiezhong Zou --  |g 25.  |t The pricing of options to exchange one asset for another /  |r Chao Chen, Jiezhong Zou and Zhenting Hou --  |g 26.  |t Finite horizon portfolio risk models with probability criterion /  |r Yuanlie Lin, Jerzy A. Filar and Ke Liu --  |g 27.  |t Long term average control of a local time process /  |r Marta S. Mendiondo and Richard H. Stockbridge --  |g 28.  |t Singularly perturbed hybrid control systems approximated by structured linear programs /  |r A. Haurie, F. Moresino and J.-P. Vial --  |g 29.  |t The effect of stochastic disturbance on the solitary waves /  |r Junping Li, Zhenting Hou, Weiguo Zhang and Zaiming Liu --  |g 30.  |t Independent candidate for Tierney model of H-M algorithms /  |r Peide Chen --  |g 31.  |t How rates of convergence for Gibbs fields depend on the interaction and the kind of scanning used /  |r Yuzhi Cai --  |g 32.  |t Expected loss and availability of multistate repairable system /  |r Yubo Ge. 
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700 1 |a Hou, Zhenting.  |0 http://id.loc.gov/authorities/names/n79062567  |1 http://viaf.org/viaf/69002445 
700 1 |a Filar, Jerzy A.,  |d 1949-  |0 http://id.loc.gov/authorities/names/n95050521  |1 http://viaf.org/viaf/76290618 
700 1 |a Chen, Anyue.  |0 http://id.loc.gov/authorities/names/n2002158828  |1 http://viaf.org/viaf/11675793 
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927 |t Library of Congress classification  |a QA274.7 .I573 1999  |l JCL  |c JCL-Sci  |e CRERAR  |b 63841709  |i 7447211