Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Solutions manual for recursive methods in economic dynamics [[electronic resource] /] / Claudio Irigoyen, Esteban Rossi-Hansberg, Mark L.J. Wright
| Solutions manual for recursive methods in economic dynamics [[electronic resource] /] / Claudio Irigoyen, Esteban Rossi-Hansberg, Mark L.J. Wright |
| Autore | Irigoyen Claudio |
| Pubbl/distr/stampa | Cambridge, MA ; ; London, : Harvard University Press, 2002 |
| Descrizione fisica | 1 online resource (x, 291 p.) |
| Disciplina | 330.0151 |
| Altri autori (Persone) |
Rossi-HansbergEsteban
WrightMark L. J StokeyNancy L |
| Soggetto topico |
Economics, Mathematical
Recursive functions Dynamic programming |
| ISBN | 0-674-03896-7 |
| Classificazione | QH 300 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Foreword -- 1 Introduction -- 2 An Overview -- 3 Mathematical Preliminaries -- 4 Dynamic Programming under Certainty -- 5 Applications of Dynamic Programming under Certainty -- 6 Deterministic Dynamics -- 7 Measure Theory and Integration -- 8 Markov Processes -- 9 Stochastic Dynamic Programming -- 10 Applications of Stochastic Dynamic Programming -- 11 Strong Convergence of Markov Processes -- 12 Weak Convergence of Markov Processes -- 13 Applications of Convergence Results for Markov Processes -- 14 Laws of Large Numbers -- 15 Pareto Optima and Competitive Equilibria -- 16 Applications of Equilibrium Theory -- 17 Fixed-Point Arguments -- 18 Equilibria in Systems with Distortions |
| Record Nr. | UNINA-9910825923903321 |
Irigoyen Claudio
|
||
| Cambridge, MA ; ; London, : Harvard University Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Spectral-density-driven bootstrap and time series modeling on dynamic networks / / Jonas Krampe
| Spectral-density-driven bootstrap and time series modeling on dynamic networks / / Jonas Krampe |
| Autore | Krampe Jonas |
| Pubbl/distr/stampa | Gottingen : , : Cuvillier Verlag, , 2018 |
| Descrizione fisica | 1 online resource (139 pages) |
| Disciplina | 519.703 |
| Soggetto topico | Dynamic programming |
| ISBN | 3-7369-8819-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910793512803321 |
|
Krampe Jonas
|
||
| Gottingen : , : Cuvillier Verlag, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Spectral-density-driven bootstrap and time series modeling on dynamic networks / / Jonas Krampe
| Spectral-density-driven bootstrap and time series modeling on dynamic networks / / Jonas Krampe |
| Autore | Krampe Jonas |
| Pubbl/distr/stampa | Gottingen : , : Cuvillier Verlag, , 2018 |
| Descrizione fisica | 1 online resource (139 pages) |
| Disciplina | 519.703 |
| Soggetto topico | Dynamic programming |
| ISBN | 3-7369-8819-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910808265303321 |
|
Krampe Jonas
|
||
| Gottingen : , : Cuvillier Verlag, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott
| Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott |
| Autore | Sennott Linn I. <1943-> |
| Pubbl/distr/stampa | New York, : John Wiley Sons, c1999 |
| Descrizione fisica | 1 online resource (354 p.) |
| Disciplina |
519.703
519.82 |
| Collana | Wiley series in probability and statistics. Applied probability and statistics section |
| Soggetto topico |
Stochastic programming
Dynamic programming Queuing theory |
| ISBN |
1-282-30800-9
9786612308000 0-470-31703-5 0-470-31787-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910145768203321 |
|
Sennott Linn I. <1943->
|
||
| New York, : John Wiley Sons, c1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott
| Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott |
| Autore | Sennott Linn I. <1943-> |
| Pubbl/distr/stampa | New York, : John Wiley Sons, c1999 |
| Descrizione fisica | 1 online resource (354 p.) |
| Disciplina |
519.703
519.82 |
| Collana | Wiley series in probability and statistics. Applied probability and statistics section |
| Soggetto topico |
Stochastic programming
Dynamic programming Queuing theory |
| ISBN |
1-282-30800-9
9786612308000 0-470-31703-5 0-470-31787-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910830753203321 |
|
Sennott Linn I. <1943->
|
||
| New York, : John Wiley Sons, c1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott
| Stochastic dynamic programming and the control of queueing systems [[electronic resource] /] / Linn I. Sennott |
| Autore | Sennott Linn I. <1943-> |
| Pubbl/distr/stampa | New York, : John Wiley Sons, c1999 |
| Descrizione fisica | 1 online resource (354 p.) |
| Disciplina |
519.703
519.82 |
| Collana | Wiley series in probability and statistics. Applied probability and statistics section |
| Soggetto topico |
Stochastic programming
Dynamic programming Queuing theory |
| ISBN |
1-282-30800-9
9786612308000 0-470-31703-5 0-470-31787-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910840905003321 |
|
Sennott Linn I. <1943->
|
||
| New York, : John Wiley Sons, c1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Theoretical and software considerations for nonlinear dynamic analysis [[electronic resource] /] / by Richard J. Schmidt, Robert H. Dodds Jr
| Theoretical and software considerations for nonlinear dynamic analysis [[electronic resource] /] / by Richard J. Schmidt, Robert H. Dodds Jr |
| Autore | Schmidt Richard J |
| Pubbl/distr/stampa | Lawrence, Kan. : , : University of Kansas Center for Research, , [1983] |
| Descrizione fisica | 1 online resource (viii, 292 pages) : digital, PDF file |
| Altri autori (Persone) | DoddsR. H <1952-> (Robert H.) |
| Collana |
SM report
NASA CR |
| Soggetto topico |
Displacement
Dynamic programming Fatigue (materials) Finite element method Linearity Nonlinearity Stresses |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910700183003321 |
|
Schmidt Richard J
|
||
| Lawrence, Kan. : , : University of Kansas Center for Research, , [1983] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
