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.
Table of Contents:
  • Preface
  • Part I. Markov processes
  • 1. Branching exit Markov system and their applications to partial differential equations
  • 2. Feller transition functions, resolvent decomposition theorems, and their application in unstable denumerable Markov processes
  • 3. Identifying Q-processes with a given finite [mu]-invariant measure
  • 4. Convergence property of standard transition functions
  • 5. Markov skeleton processes
  • 6. Piecewise deterministic Markov processes and semi-dynamic systems
  • Part II. Controlled Markov chains and decision processes
  • 7. Average optimality for adaptive Markov control processes with unbounded costs and unknown disturbance distribution
  • 8. Controlled Markov chains with utility functions
  • 9. Classification problems in MDPs
  • 10. Optimality conditions for CTMDP with average cost criterion
  • 11. Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion
  • 12. Interval methods for uncertain Markov decision processes
  • 13. Constrained discounted semi-Markov decision processes
  • 14. Linear program for communicating MDPs with multiple constraints
  • 15. Optimal switching problem for Markov chains
  • 16. Approximations of a controlled diffusion model for renewable resource exploitation
  • Part III. Stochastic processes and martingales
  • 17. A Fleming-Viot process with unbounded selection, II
  • 18. Boundary theory for superdiffusions
  • 19. On solutions of backward stochastic differential equations with jumps and stochastic control
  • 20. Doob's inequality and lower estimation of the maximum of martingales
  • 21. The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet
  • 22. Monotonic approximation of the Gittins index
  • Part IV. Applications to finance, control systems and other related fields
  • 23. Optimal consumption-investment decisions allowing for bankruptcy: A brief survey
  • 24. The hedging strategy of an Asian option
  • 25. The pricing of options to exchange one asset for another
  • 26. Finite horizon portfolio risk models with probability criterion
  • 27. Long term average control of a local time process
  • 28. Singularly perturbed hybrid control systems approximated by structured linear programs
  • 29. The effect of stochastic disturbance on the solitary waves
  • 30. Independent candidate for Tierney model of H-M algorithms
  • 31. How rates of convergence for Gibbs fields depend on the interaction and the kind of scanning used
  • 32. Expected loss and availability of multistate repairable system