Markov processes and controlled Markov chains
International Workshop on Markov Processes and Controlled Markov Chains (1999 : Changsha, Hunan Sheng, China)
creator
Hou, Zhenting.
Filar, Jerzy A.
1949-
Chen, Anyue.
text
bibliography
conference publication
Conference papers and proceedings.
ne
Dordrecht
Boston
Kluwer Academic Publishers
c2002
2002
monographic
eng
x, 511 p. : ill. ; 25 cm.
Pt. I. Markov processes -- 1. Branching exit Markov system and their applications to partial differential equations / E. B. Dynkin -- 2. Feller transition functions, resolvent decomposition theorems, and their application in unstable denumerable Markov processes / Anyue Chen, Hanjun Zhang and Zhenting Hou -- 3. Identifying Q-processes with a given finite [mu]-invariant measure / P. K. Pollett -- 4. Convergence property of standard transition functions / Hanjun Zhang, Qixiang Mei, Xiang Lin and Zhenting Hou -- 5. Markov skeleton processes / Hou Zhenting, Liu Zaiming, Zou Jiezhong and Chen Xuerong -- 6. Piecewise deterministic Markov processes and semi-dynamic systems / Guoxin Liu -- Pt. II. Controlled Markov chains and decision processes -- 7. Average optimality for adaptive Markov control processes with unbounded costs and unknown disturbance distribution / J. Adolfo Minjarez-Sosa -- 8. Controlled Markov chains with utility functions / Seiichi Iwamoto, Takayuki Ueno and Toshiharu Fujita -- 9. Classification problems in MDPs / L. C. M. Kallenberg -- 10. Optimality conditions for CTMDP with average cost criterion / Xianping Guo and Weiping Zhu -- 11. Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion / Rolando Cavazos-Cadena and Raul Montes-de-Oca -- 12. Interval methods for uncertain Markov decision processes / Masami Kurano, Masami Yasuda and Jun-ichi Nakagami -- 13. Constrained discounted semi-Markov decision processes / Eugene A. Feinberg -- 14. Linear program for communicating MDPs with multiple constraints / Jerzy A. Filar and Xianping Guo -- 15. Optimal switching problem for Markov chains / A. A. Yushkevich -- 16. Approximations of a controlled diffusion model for renewable resource exploitation / Sara Pasquali and Wolfgang J. Runggaldier -- Pt. III. Stochastic processes and martingales -- 17. A Fleming-Viot process with unbounded selection, II / S. N. Ethier and Tokuzo Shiga -- 18. Boundary theory for superdiffusions / S. E. Kuznetsov -- 19. On solutions of backward stochastic differential equations with jumps and stochastic control / Situ Rong -- 20. Doob's inequality and lower estimation of the maximum of martingales / Li Zhichan -- 21. The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet / Yuan Chenggui and Chen Xuerong -- 22. Monotonic approximation of the Gittins index / Xikui Wang -- Pt. IV. Applications to finance, control systems and other related fields -- 23. Optimal consumption-investment decisions allowing for bankruptcy: A brief survey / Suresh P. Sethi -- 24. The hedging strategy of an Asian option / Zhaojun Yang and Jiezhong Zou -- 25. The pricing of options to exchange one asset for another / Chao Chen, Jiezhong Zou and Zhenting Hou -- 26. Finite horizon portfolio risk models with probability criterion / Yuanlie Lin, Jerzy A. Filar and Ke Liu -- 27. Long term average control of a local time process / Marta S. Mendiondo and Richard H. Stockbridge -- 28. Singularly perturbed hybrid control systems approximated by structured linear programs / A. Haurie, F. Moresino and J.-P. Vial -- 29. The effect of stochastic disturbance on the solitary waves / Junping Li, Zhenting Hou, Weiguo Zhang and Zaiming Liu -- 30. Independent candidate for Tierney model of H-M algorithms / Peide Chen -- 31. How rates of convergence for Gibbs fields depend on the interaction and the kind of scanning used / Yuzhi Cai -- 32. Expected loss and availability of multistate repairable system / Yubo Ge.
edited by Zhenting Hou, Jerzy A. Filar, and Anyue Chen.
Includes bibliographical references.
Markov processes
Congresses
Markov processes
QA274.7 .I573 1999
519.2/33
1402008031 (acid-free paper)
2002030027
DLC
020729
20040330122300.0
4865812