Stochastic dynamic programming and the control of queueing systems / / Linn I. Sennott

• Record Nr.: UNINA9911020023003321
• Autore: Sennott Linn I. <1943->
• Pubbl/distr/stampa: New York, : John Wiley Sons, c1999
• ISBN: 9786612308000; 9781282308008; 1282308009; 9780470317037; 0470317035; 9780470317877; 0470317876
• Descrizione fisica: 1 online resource (354 p.)
• Collana: Wiley series in probability and statistics. Applied probability and statistics section
• Disciplina: 519.703; 519.82
• Soggetti: Stochastic programming; Dynamic programming; Queuing theory
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: "A Wiley-Interscience publication."
• Nota di bibliografia: Includes bibliographical references (p. 316-323) and index.
• Nota di contenuto: Stochastic Dynamic Programming and the Control of Queueing Systems; Contents; Preface; 1. Introduction; 1.1. Examples; 1.2. Aspects of Control; 1.3. Goals and Summary of Chapters; Bibliographic Notes; Problems; 2. Optimization Criteria; 2.1. Basic Notation; 2.2. Policies; 2.3. Conditional Cost Distributions; 2.4. Optimization Criteria; 2.5. Approximating Sequence Method; Bibliographic Notes; Problems; 3. Fiite Horizon Optimization; 3.1. Finite Horizon Optimality Equation; 3.2. ASM for the Finite Horizon; 3.3. When Does FH(α, n) Hold?; 3.4. A Queueing Example; Bibliographic Notes; Problems; 4. Lnfinite Horizon Discounted Cost Optimization4.1 Infinite Horizon Discounted Cost Optimality Equation; 4.2 Solutions to the Optimality Equation; 4.3 Convergence of Finite Horizon Value Functions; 4.4 Characterization of Optimal Policies; 4.5 Analytic Properties of the ; Value Function; 4.6 ASM for the Infinite Horizon Discounted Case; 4.7 When Does DC(α) HOLD?; Bibliographic Notes; Problems; 5. An inventory Model; 5.1. FomuIation of the MDC; 5.2. Optimality Equations; 5.3. An Approximating Sequence; 5.4. Numerical Results; Bibliographic Notes; Problems; 6 Average Cost Optimization for Finite State Spaces6.1. A Fundamental Relationship for S Countable; 6.2. An Optimal Stationary Policy Exists; 6.3. An Average Cost Optimality Equation; 6.4. ACOE for Constant Minimum Average Cost; 6.5. Solutions to the ACOE; 6.6 Method of Calculation; 6.7. An Example; Bibliographic Notes; Problems; 7. Average Cost Optimization Theory for Countable State Spaces; 7.1. Counterexamples; 7.2. The (SEN) Assumptions; 7.3. An Example; 7.4. Average Cost Optimality Inequality; 7.5. Sufficient Conditions for the (SEN) Assumptions; 7.6. Examples; 7.7. Weakening the (SEN) AssumptionsBibliographic Notes; Problems; 8. Computation of Average Cost Optimal Policies for Infinite State Spaces; 8.1. The (AC) Assumptions; 8.2. Verification of the Assumptions; 8.3. Examples; *8.4. Another Example; 8.5. Service Rate Control Queue; 8.6. Routing to ParalleI Queues; 8.7. Weakening the (AC) Assumptions; Bibliographic Notes; Problems; 9. Optimization Under Actions at Selected Epochs; 9.1. Single- and Multiple-Sample Models; 9.2. Properties of an MS Distribution; 9.3. Service Control of the Single-Server Queue; 9.4. Arrival Control of the Single-Server Queue9.5. Average Cost Optimization of Example 9.3.1; 9.6. Average Cost Optimization of Example 9.3.2; 9.7. Computation Under Deterministic Service Times; 9.8. Computation Under Geometric Service Times; Bibliographic Notes; Problems; 10. Average Cost Optimization of Continuous Time Processes; 10.1. Exponential Distributions and the Poisson Process; 10.2. Continuous Time Markov Decision Chains; 10.3. Average Cost Optimization of a CTMDC; 10.4. Service Rate Control of the M/M/l Queue,; 10.5. MW/K Queue with Dynamic Service Pool; 10.6. Control of a Polling System
• Sommario/riassunto: A path-breaking account of Markov decision processes-theory and computationThis book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations research professionals, management scientists, engineers, and others.Stochastic Dynamic Programmi

Danse Macabre im Kino : Die Figur des personifizierten Todes als filmische Allegorie / / Echle Evelyn, Irmbert Schenk, Hans Jürgen Wulff

• Record Nr.: UNINA9910955860503321
• Autore: Evelyn Echle
• Pubbl/distr/stampa: Hannover, : ibidem, 2012
• ISBN: 3-8382-5939-4
• Edizione: [1st ed.]
• Descrizione fisica: 1 online resource (xii, 112 pages) : illustrations
• Collana: Film- und Medienwissenschaft ; 5
• Disciplina: 791.436548
• Soggetti: Death in motion pictures
• Lingua di pubblicazione: Tedesco
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Nota di bibliografia: Includes filmography (page xii).
• Sommario/riassunto: Tritt der Tod als Akteur im Kino auf, zeigt er sich erstaunlich facettenreich: von müde bis schlitzohrig, von sanft bis brutal. Auffallend ist jedoch die ikonographische Treue der Figur zu ihrer kunsthistorischen Tradition mit Kutte, Kutsche und Sense. Der Tod im Kino ist also gleichsam immer auch eine Allegorie. Doch wie genau ist diese filmische Figur konzipiert? Wie erreicht das Kino die Momente der Unmittelbarkeit, die es für die Empathie mit dem Tod braucht? Evelyn Echle präsentiert drei exemplarische Fallstudien zu ausgewählten Filmen aus unterschiedlichen filmgeschichtlichen Perioden und Diskursen. Neben den Stummfilm-Klassikern DER MÜDE TOD (Deutschland 1921) und KÖRKARLEN – FUHRMANN DES TODES (Schweden 1921) analysiert sie mit Ingmar Bergmans Film DAS SIEBENTE SIEGEL (Schweden 1956) drei kanonisierte Tode der Filmgeschichte und zeigt so eine Fülle von historischen, kulturellen und medialen Kontexten auf. Gleichzeitig werden wichtige theoretische Grundlagen zur Allegorie und filmischen Figur geklärt sowie die präfilmische Geschichte des Schnitters in persona, insbesondere des Totentanzes, beleuchtet.