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110516s2013||||enk o ||1 0|eng|d |
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|a 9781139087698 (ebook)
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|z 9781107018396 (hardback)
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|a UkCbUP
|b eng
|c UkCbUP
|e rda
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|a QA274.75
|b .H37 2013
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| 100 |
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|a Harrison, J. Michael,
|e author.
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|a Brownian Models of Performance and Control /
|c J. Michael Harrison.
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|a Brownian Models of Performance & Control
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| 264 |
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|a Cambridge :
|b Cambridge University Press,
|c 2013.
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| 300 |
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|a 1 online resource (205 pages) :
|b digital, PDF file(s).
|
| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 500 |
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|a Title from publisher's bibliographic system (viewed on 13 Apr 2016).
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| 520 |
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|a 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 McDonaldỚ<U+001c>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.
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| 650 |
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|a Brownian motion processes
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| 650 |
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|a Stochastic processes
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| 776 |
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8 |
|i Print version:
|z 9781107018396
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| 856 |
4 |
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|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1017/CBO9781139087698
|z View fulltext via EzAccess
|