Josef Anton Strini analyzes a special stochastic optimal control problem. The problem under study arose from a dynamic … numerically. Contents Optimal Control of Markov Processes A Singular Stochastic Control Problem Dynamic Programming Approach and … Consequences Target Groups Researchers and students in the fields of mathematics, probability theory and applied mathematics in …

Verl.Beschr.: Dieses verständliche Einsteigerbuch stellt grundlegend die Theorie der stochastischen Prozesse vor. Nach …

1 Introduction -- I Foundations of Stochastic Inventory Control -- 2 Basic Inventory Management -- 3 Stochastic … Inventory Control -- II Essential Stochastic Processes -- 4 Markov Chains -- 5 Numerical Solution of Markov Chains -- 6 … Comparing Stochastic Processes -- III Stochastic Inventory Control with Customer Segmentation -- 7 Introduction to Inventory …