Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications (Hardcover, 2002)

Preface. Contributing Authors. 1. Professor Sidney J. Yakowitz; D.S. Yakowitz. Part I. 2. Stability of Single Class Queueing Networks; H.J. Kushner. 3. Sequential Optimization Under Uncertainty; Tze Leung Lai. 4. Exact Asymptotics for Large Deviation Probabilities, with Applications; I. Pinelis. Part II. 5. Stochastic Modelling of Early HIV Immune Responses Under Treatment by Protease Inhibitors; Wai-Yuang Tan, Zhihuo Xiang. 6. The impact of re-using hypodermic needles; B. Barnes, J. Gani. 7. Nonparametric Frequency Detection and Optimal Coding in Molecular Biology; D.S. Stoffer. Part III. 8. An Efficient Stochastic Approximation Algorithm for Stochastic Saddle Point Problems; A. Nemirovski, R.Y. Rubinstein. 9. Regression Models for Binary Time Series; B. Kedem, K. Fokianos. 10. Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates; H. Walk. 11. Strategies for Sequential Prediction of Stationary Time Series; L. Gyorfi, G. Lugosi. Part IV. 12. The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lag; C. Chiarella, F. Szidarovszky. 13. A Differential Game of Debt Contract Valuation; A. Haurie, F. Moresino. 14. Huge Capacity Planning and Resource Pricing for Pioneering Projects; D. Porter. 15. Affordable Upgrades of Complex Systems: A Multilevel, Performance-Based Approach; J.A. Reneke, et al. 16. On Successive Approximation of Optimal Control of Stochastic Dynamic Systems;Fei-Yue Wang, G.N. Saridis. 17. Stability of Random Iterative Mappings; L. Gerencser. Part V. 18. `Unobserved' Monte Carlo Methods for Adaptive Algorithms; V. Solo. 19. Random Search Under Additive Noise; L. Devroye, A. Krzyzak. 20. Recent Advances in Randomized Quasi-Monte Carlo Methods; P. L'Ecuyer, C. Lemieux. Part VI. 21. Singularly Perturbed Markov Chains and Applications to Large-Scale Systems under Uncertainty; G. Yin, et al. 22. Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains; R. Cavazos-Cadena, E. Fernandez-Gaucherand. 23. Some Aspects of Statistical Inference in a Markovian and Mixing Framework; G.G. Roussas. Part VII. 24. Stochastic Ordening of Order Statistics II; P.J. Boland, et al. 25. Vehicle Routing with Stochastic Demands: Models & Computational Methods; M. Dror. 26. Life in the Fast Lane: Yates's Algorithm, Fast Fourier and Walsh Transforms; P.J. Sanchez, et al. 27. Uncertainty Bounds in Parameter Estimation with Limited Data; J.C. Spall. 28. A Tutorial on Hierarchical Lossless Data Compression; J.C. Kieffer. Part VIII. 29. Eureka! Bellman's Principle of Optimality is valid!; M. Sniedovich. 30. Reflections on Statistical Methods for Complex Stochastic Systems; M.F. Neuts. Author Index.