Last edited by Mazugis
Wednesday, July 15, 2020 | History

4 edition of Applied stochastic models and control in management found in the catalog.

Applied stochastic models and control in management

by Charles S. Tapiero

  • 192 Want to read
  • 35 Currently reading

Published by North-Holland, Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co. in Amsterdam, New York, New York, N.Y., U.S.A .
Written in English

    Subjects:
  • Management -- Mathematical models.,
  • Stochastic analysis.,
  • Mathematical optimization.,
  • Management science.

  • Edition Notes

    Includes bibliographies and index.

    StatementCharles S. Tapiero.
    SeriesAdvanced series in management ;, v. 12
    Classifications
    LC ClassificationsHD30.25 .T36 1988
    The Physical Object
    Paginationxiv, 326 p. :
    Number of Pages326
    ID Numbers
    Open LibraryOL2402188M
    ISBN 100444703624
    LC Control Number87032462

    For strategic, long-term, asset liability management, the life insurance company within the Group uses an asset and liability management (ALM)-model. GN Asset Management, the asset management company within the group, uses a different model for shorter term tactical asset allocation in a hedge fund. Both models are based on stochastic programming.   Full title: Applied Stochastic Processes, Chaos Modeling, and Probabilistic Properties of Numeration alternative title is Organized hed June 2, Author: Vincent Granville, PhD. ( pages, 16 chapters.) This book is intended for professionals in data science, computer science, operations research, statistics, machine learning, big data, and mathematics.

    The book covers mathematical procedures for the effective and efficient utilization of railway freight cars, developed models for optimization methods, heterogeneity and partial substitutability of freight cars, research and development in rail freight car fleet management models, and the stochastic and dynamic nature of the supply, demand and. Mathematical models can project how infectious diseases progress to show the likely outcome of an epidemic and help inform public health interventions. Models use basic assumptions or collected statistics along with mathematics to find parameters for various infectious diseases and use those parameters to calculate the effects of different interventions, like mass vaccination programmes.

    Shmueli, A & Tapiero, C , Optimal stochastic control and stabilization of the Israeli meat market. in A Bensoussan, P Kleindorfer & CS Tapiero (eds), Applied stochastic models in econometrics and management science. Contributions to Economic Analysis, : A. Shmueli, Charles Tapiero. () optimal asset allocation with stochastic interest rates in regime-switching models. International Journal of Theoretical and Applied Finance , () Constant proportion portfolio insurance in defined contribution pension plan by:


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Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance. Markov chains, random walks, stochastic differential equations and other stochastic processes are used throughout the book and systematically applied to economic and financial : Springer US.

ISBN: OCLC Number: Description: xiv, pages: illustrations ; 23 cm. Contents: Dynamical Models, Uncertainty and Management. ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published inpublishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and production.

In ASMBI became the official journal of the International Society for Business. A set of selected models in operations research and management science is applied here to show the various problems of real-life applications.

In theory the decision-maker (DM) is supposed to know the type of model to apply in a given situation, also its parameters and the constraints of the : Jati K. Sengupta. Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance.

Markov chains, random walks, stochastic differential equations and other stochastic processes are used throughout the book and systematically applied to economic and financial applications.

The series founded in and formerly entitled Applications of Mathematics published high-level research monographs that make a significant contribution to some field of application or methodology from stochastic analysis, while maintaining rigorous mathematical standards, and also displaying the expository quality to make them useful and accessible to doctoral students.

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Applied Stochastic Differential Equations (Institute of Mathematical Statistics Textbooks Book 10). Applied Stochastic Models and Control for Finance and Insurance presents at an introductory degree some important stochastic fashions utilized in economics, finance and insurance coverage.

Markov chains, random walks, stochastic differential equations and different stochastic processes are used all through the book and systematically utilized. Applied Stochastic Models and Control for Finance and Insurance Pdf, Download Ebookee Alternative Practical Tips For A Much Healthier Ebook Reading.

Applied Stochastic Models and Control for Finance and Insurance presents at an introductory level some essential stochastic models applied in economics, finance and insurance. Markov chains, random walks, stochastic differential equations and other stochastic processes are used throughout the book and systematically applied to economic and.

The 18th ASMDA conference will focus on new trends in theory, applications and software of Applied Stochastic Models and Data Analysis. The ASMDA will take place in Florence, Italy, from the 11th to the 14th of June, at Grand Hotel Adriatico.

Yet, most classical stochastic inventory models make this very volume is the first to provide a comprehensive treatment of inventory models with Markov-modulated : Suresh Sethi. Stochastic control plays an important role in many scientific and applied disciplines including communications, engineering, medicine, finance and many others.

It is one of the effective methods being used to find optimal decision-making strategies in applications. The book provides a collection of outstanding investigations in various aspects of stochastic systems and their behavior.

The book Cited by: 8. Summary. Highlighting modern computational methods, Applied Stochastic Modelling, Second Edition provides students with the practical experience of scientific computing in applied statistics through a range of interesting real-world applications.

It also successfully revises standard probability and statistical theory. Along with an updated bibliography and improved figures, this edition. This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions.

The rst ve chapters use the historical development of the study of Brownian motion as their guiding narrative. The remaining chapters are devoted to methods of solution for stochastic models. Book Excerpts: The aim of this book is to be a self-contained, practical, entry level text on stochastic processes and control for jump-diffusions in continuous time, technically Markov processes in continuous time.

The book is intended for graduate students as well as a research monograph for researchers in applied mathematics, computational science and engineering. Description: An introduction to techniques for modeling random processes used in operations research - Markov chains, continuous time Markov processes, Markovian queues, Martingales, Optimal Stopping/Optional Stopping Theorem, Brownian Motion, Option Pricing.

Description. ASMBI - Applied Stochastic Models in Business and Industry (formerly Applied Stochastic Models and Data Analysis) was first published inpublishing contributions in the interface between stochastic modelling, data analysis and their applications in business, finance, insurance, management and ASMBI became the official journal of the International Society.This is the first book devoted to the full scale of applications of stochastic programming and also the first to provide access to publicly available algorithmic systems.

The 32 contributed papers in this volume are written by leading stochastic programming specialists and reflect the high level of activity in recent years in research on.Stochastic Systems is the flagship journal of the INFORMS Applied Probability Society.

It seeks to publish high-quality papers that substantively contribute to the modeling, analysis, and control of stochastic systems.

A paper’s contribution may lie in the formulation of new mathematical models, in the development of new mathematical or computational methods, in the innovative application of.