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Conference papers and proceedings
|Additional Physical Format:||Print version:
International Workshop on Markov Processes and Controlled Markov Chains (1999 : Changsha, Hunan Sheng, China).
Markov processes and controlled Markov chains
|Material Type:||Conference publication, Document, Internet resource|
|Document Type:||Internet Resource, Computer File|
|All Authors / Contributors:||
Zhenting Hou; Jerzy A Filar; Anyue Chen
|Description:||1 online resource (x, 511 pages) : illustrations|
|Contents:||Preface. Part 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; A. Chen, et al. 3. Identifying Q-processes with a given finite mu-invariant measure; P.K. Pollett. 4. Convergence property of standard transition functions; H. Zhang, et al. 5. Markov skeleton processes; H. Zhenting, et al. 6. Piecewise deterministic Markov processes and semi-dynamic systems; G. Liu. Part II: Controlled Markov chains and decision processes. 7. Average optimality for adaptive Markov control processes with unbounded costs and unknown disturbance distribution; J.A. Minjarez-Sosa. 8. Controlled Markov chains with utility functions; S. Iwamoto, et al. 9. Classification problems in MDPs; L.C.M. Kallenberg. 10. Optimality conditions for CTMDP with average cost criterion; X. Guo, W. Zhu. 11. Optimal and nearly optimal policies in Markov decision chains with nonnegative rewards and risk-sensitive expected total-reward criterion; R. Cavazos-Cadena, R. Montes-de-Oca. 12. Interval methods for uncertain Markov decision processes; M. Kurano, et al. 13. Constrained discounted semi-Markov decision processes; E.A. Feinberg. 14. Linear program for communication MDPs with multiple constraints; J.A. Filar, X. Guo. 15. Optimal switching problem for Markov chains; A.A. Yushkevich. 16.Approximations of a controlled diffusion model for renewable resource exploitation; S. Pasquali, W.J. Runggaldier. Part III: Stochastic processes and martingales. 17. A Fleming-Viot process with unbounded selection, II; S.N. Ethier, T. Shiga. 18. Boundary theory for superdiffusions; S.E. Kuznetsov. 19. On solutions of backward stochastic differential equations with jumps and stochastic control; S. Rong. 20. Doob's inequality and lower estimation of the maximum of martingales; L. Zhichan. 21. The Hausdorff measure of the level sets of Brownian motion on the Sierpinski carpet; Y. Chenggui, C. Xuerong. 22. Monotonic approximation of the Gittins index; X. Wang. Part IV: Applications to finance, control systems an other related fields. 23. Optimal consumption-investment decisions allowing for bankruptcy: A brief survey; S.P. Sethi. 24. The hedging strategy of an Asian option; Z. Yang, J. Zou. 25. The pricing of options to exchange one asset for another; C. Chen, et al. 26. Finite horizon portfolio risk models with probability criterion; Y. Lin, et al. 27. Long term average control of a local time process; M.S. Mendiondo, R.H. Stockbridge. 28. Singularly perturbed hybrid control systems approximated by structured linear programs; A. Haurie, et al. 29. The effect of stochastic disturbance on the solitary waves; J. Li, et al. 30. Independent candidate for Tierney model of H-M algorithms; P. Chen. 31. How rates of convergence for Gibbs fields depend on the interaction and the kinds of scanning used;|
|Responsibility:||edited by Zhenting Hou, Jerzy A. Filar, and Anyue Chen.|