書目名稱 | Optimization of Stochastic Models | 副標題 | The Interface Betwee | 編輯 | George Ch. Pflug | 視頻video | http://file.papertrans.cn/704/703297/703297.mp4 | 叢書名稱 | The Springer International Series in Engineering and Computer Science | 圖書封面 |  | 描述 | Stochastic models are everywhere. In manufacturing, queuingmodels are used for modeling production processes, realistic inventorymodels are stochastic in nature. Stochastic models are considered intransportation and communication. Marketing models use stochasticdescriptions of the demands and buyer‘s behaviors. In finance, marketprices and exchange rates are assumed to be certain stochasticprocesses, and insurance claims appear at random times with randomamounts. .To each decision problem, a cost function is associated. Costs may bedirect or indirect, like loss of time, quality deterioration, loss inproduction or dissatisfaction of customers. In decision making underuncertainty, the goal is to minimize the expected costs. However, inpractically all realistic models, the calculation of the expectedcosts is impossible due to the model complexity. Simulation is theonly practicable way of getting insight into such models. Thus, theproblem of optimal decisions can be seen as getting simulation andoptimization effectively combined. .The field is quite new and yet the number of publications is enormous.This book does not even try to touch all work done in this area.Instead, many concepts | 出版日期 | Book 1996 | 關鍵詞 | Probability space; Random variable; Simulation; Stochastic Approximation; Stochastic Processes; Stochasti | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4613-1449-3 | isbn_ebook | 978-1-4613-1449-3Series ISSN 0893-3405 | issn_series | 0893-3405 | copyright | Kluwer Academic Publishers 1996 |
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