Coverart for item
The Resource Brownian models of performance and control, J. Michael Harrison, Stanford University, California, (electronic resource)

Brownian models of performance and control, J. Michael Harrison, Stanford University, California, (electronic resource)

Label
Brownian models of performance and control
Title
Brownian models of performance and control
Statement of responsibility
J. Michael Harrison, Stanford University, California
Title variation
Brownian Models of Performance & Control
Creator
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
Cataloging source
UkCbUP
http://library.link/vocab/creatorDate
1944-
http://library.link/vocab/creatorName
Harrison, J. Michael
Index
index present
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Cambridge Social Sciences eBooks
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Stochastic processes
Label
Brownian models of performance and control, J. Michael Harrison, Stanford University, California, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1017/CBO9781139087698
Instantiates
Publication
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Control code
CR9781139087698
Dimensions
unknown
Extent
1 online resource (xviii, 190 pages)
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781139087698
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)865081446
Label
Brownian models of performance and control, J. Michael Harrison, Stanford University, California, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=https://doi.org/10.1017/CBO9781139087698
Publication
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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
Control code
CR9781139087698
Dimensions
unknown
Extent
1 online resource (xviii, 190 pages)
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9781139087698
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)865081446

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