Brownian models of performance and control / (Record no. 84166)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02630nam a2200385 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | CR9781139087698 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240730160751.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110516s2013||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781139087698 (ebook) |
| 082 00 - CLASSIFICATION NUMBER | |
| Call Number | 519.2/33 |
| 100 1# - AUTHOR NAME | |
| Author | Harrison, J. Michael, |
| 245 10 - TITLE STATEMENT | |
| Title | Brownian models of performance and control / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 1 online resource (xviii, 190 pages) : |
| 500 ## - GENERAL NOTE | |
| Remark 1 | Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
| 500 ## - GENERAL NOTE | |
| Remark 1 | Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | Brownian motion -- Stochastic storage models -- Further analysis of Brownian motion -- Stochastic calculus -- Optimal stopping of Brownian motion -- Reflected Brownian motion -- Optimal control of Brownian motion -- Brownian models of dynamic inference -- Further examples -- Appendix A. Stochastic processes -- Appendix B. Real analysis. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Direct and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald-Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1017/CBO9781139087698 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Cambridge : |
| -- | Cambridge University Press, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Brownian motion processes. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Stochastic processes. |
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