Stochastic Modeling and Optimization: With Applications in Queues, Finance, and Supply Chains (Hardcover, 2003)

From the contents: Discrete-time Singularly Perturbed Markov Chains.- Nearly Optimal Controls of Markovian Systems.- Stochastic Approximation, with Applications.- Performance Potential Based Optimization and MarkovDecision Processes.- An Interior-Point and Decomposition Approach to Stochastic Programming.- Stability of General Processing Networks.- Large Deviations, Long-Range Dependence, and Queues.- Markowitz's World in Continuous Time, and Beyond.- A Markov Chain Method for Pricing Contingent Claims.- Stochastic Network Models and Optimization of a Hospital System.- Optimal Airline Booking Control with Cancellations.- Information Revision and Decision Making in Supply Chain Management.