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An Optimal Production Flow Control Problem With Impulsive Demand
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Book Synopsis Stochastic Processes: Modeling and Simulation by : D N Shanbhag
Download or read book Stochastic Processes: Modeling and Simulation written by D N Shanbhag and published by Gulf Professional Publishing. This book was released on 2003-02-24 with total page 1028 pages. Available in PDF, EPUB and Kindle. Book excerpt: This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.
Book Synopsis Topics in Numerical Methods for Finance by : Mark Cummins
Download or read book Topics in Numerical Methods for Finance written by Mark Cummins and published by Springer Science & Business Media. This book was released on 2012-07-15 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.
Download or read book Mathematical Reviews written by and published by . This book was released on 2000 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Information Control Problems in Manufacturing Technology 1982 by : D. E. Hardt
Download or read book Information Control Problems in Manufacturing Technology 1982 written by D. E. Hardt and published by Elsevier. This book was released on 2014-05-17 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information Control Problems in Manufacturing Technology 1982 documents the proceedings of the 4th IFAC/IFIP Symposium held in Maryland, USA, on 26-28 October 1982. The volume contains 27 papers divided into six sections. The papers in Section 1 cover the various US government programs sponsoring manufacturing-related research. This support ranges from basic process physics research to general questions of artificial intelligence in the manufacturing environment. At the heart of any manufacturing operation are the unit processes. Proper control of these processes is vital to achieving the autonomy that will eventually lead to automated manufacturing systems. Section 2 addresses these issues in terms of the general control problem involved and in the solution of specific processing problems. Section 3 presents examples of both on and off-line techniques that use novel methods of data acquisition and signal processing. Section 4 focuses on the role of industrial robots in advanced manufacturing systems. It addresses fundamental questions of manipulator design and control, and modelling of robot work environment. The ability to integrate processes and robots into an efficient manufacturing system is truly the challenge of the future. Section 5 deals with a wide range of such problems, including planning, scheduling, inventory, and decision systems. Section 6 presents specific examples of fully automated manufacturing and assembly systems.
Book Synopsis Handbook of Maintenance Management and Engineering by : Mohamed Ben-Daya
Download or read book Handbook of Maintenance Management and Engineering written by Mohamed Ben-Daya and published by Springer Science & Business Media. This book was released on 2009-07-30 with total page 745 pages. Available in PDF, EPUB and Kindle. Book excerpt: To be able to compete successfully both at national and international levels, production systems and equipment must perform at levels not even thinkable a decade ago. Requirements for increased product quality, reduced throughput time and enhanced operating effectiveness within a rapidly changing customer demand environment continue to demand a high maintenance performance. In some cases, maintenance is required to increase operational effectiveness and revenues and customer satisfaction while reducing capital, operating and support costs. This may be the largest challenge facing production enterprises these days. For this, maintenance strategy is required to be aligned with the production logistics and also to keep updated with the current best practices. Maintenance has become a multidisciplinary activity and one may come across situations in which maintenance is the responsibility of people whose training is not engineering. This handbook aims to assist at different levels of understanding whether the manager is an engineer, a production manager, an experienced maintenance practitioner or a beginner. Topics selected to be included in this handbook cover a wide range of issues in the area of maintenance management and engineering to cater for all those interested in maintenance whether practitioners or researchers. This handbook is divided into 6 parts and contains 26 chapters covering a wide range of topics related to maintenance management and engineering.
Book Synopsis A Stochastic Control Framework for Real Options in Strategic Evaluation by : Alexander Vollert
Download or read book A Stochastic Control Framework for Real Options in Strategic Evaluation written by Alexander Vollert and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theoretical foundation for real options goes back to the mid 1980s and the development of a model that forms the basis for many current applications of real option theory. Over the last decade the theory has rapidly expanded and become enriched thanks to increasing research activity. Modern real option theory may be used for the valuation of entire companies as well as for particular investment projects in the presence of uncertainty. As such, the theory of real options can serve as a tool for more practically oriented decision making, providing management with strategies maximizing its capital market value. This book is devoted to examining a new framework for classifying real options from a management and a valuation perspective, giving the advantages and disadvantages of the real option approach. Impulse control theory and the theory of optimal stopping combined with methods of mathematical finance are used to construct arbitrarily complex real option models which can be solved numerically and which yield optimal capital market strategies and values. Various examples are given to demonstrate the potential of this framework. This work will benefit the financial community, companies, as well as academics in mathematical finance by providing an important extension of real option research from both a theoretical and practical point of view.
Book Synopsis Optimal Pricing, Inflation, and the Cost of Price Adjustment by : Eytan Sheshinski
Download or read book Optimal Pricing, Inflation, and the Cost of Price Adjustment written by Eytan Sheshinski and published by MIT Press. This book was released on 1993 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: These collected articles constitute what is perhaps the definitive study of pricing models under inflation, providing a solid basis for further research on this elusive question. What are the real effects of inflation? These collected articles constitute what is perhaps the definitive study of pricing models under inflation, providing a solid basis for further research on this elusive question. Covering a broad range of theory and applications by well-known microeconomists, the eighteen contributions evaluate the effects of inflation on aggregate output and on welfare and reveal the scope of recent efforts to explicitly incorporate frictions in economic models. A basic building block common to most of the essays in this volume is the observation that individual firms change nominal prices intermittently. The frequency and size of nominal price changes are influenced by the cost of price adjustment and changes in the economic environment, production costs, market demand, market structure, and most important, inflation. Thus the degree of nominal rigidity is influenced by the economic environment, and in a dynamic context. Two introductory essays survey the empirical studies of pricing policies by individual firms and the theoretical efforts to integrate the nominal rigidities at the micro level into macro relationships. The essays that follow treat the general problem of optimal dynamic adjustment in the presence of convex costs of adjustment, include applications of the inventory models to the case of nominal price adjustment by an individual firm, address the question of aggregation, introduce active search by consumers, and provide empirical analysis of nominal price rigidities.
Book Synopsis Systems Modelling and Optimization Proceedings of the 18th IFIP TC7 Conference by : Michael P. Polis
Download or read book Systems Modelling and Optimization Proceedings of the 18th IFIP TC7 Conference written by Michael P. Polis and published by Routledge. This book was released on 2022-03-09 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Top researchers in optimization and control from around the world gathered in Detroit for the 18th annual IFIP TC7 Conference on Systems Modelling and Optimization held in July 1997. The papers presented in this volume were carefully selected from among the 250 plenary, invited, and contributed works presented at the conference. The editors chose these papers to represent the myriad and diverse range of topics within the field and to disseminate important new results. It includes recent results on a broad variety of modelling and control applications, particularly automotive modelling and control, along with recent theoretical advances.
Book Synopsis Innovative Process Optimization Methods in Logistics by : Thorsten Blecker
Download or read book Innovative Process Optimization Methods in Logistics written by Thorsten Blecker and published by Erich Schmidt Verlag GmbH & Co KG. This book was released on 2010 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Information Control Problems in Manufacturing 2006 by : Alexandre Dolgui
Download or read book Information Control Problems in Manufacturing 2006 written by Alexandre Dolgui and published by Elsevier. This book was released on 2011-10-10 with total page 839 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information Control Problems in Manufacturing 2006 contains the Proceedings of the 12th IFAC Symposium on Information Control Problems in Manufacturing (INCOM'2006). This symposium took place in Saint Etienne, France, on May 17-19 2006. INCOM is a tri-annual event of symposia series organized by IFAC and it is promoted by the IFAC Technical Committee on Manufacturing Plant Control. The purpose of the symposium INCOM'2006 was to offer a forum to present the state-of-the-art in international research and development work, with special emphasis on the applications of optimisation methods, automation and IT technologies in the control of manufacturing plants and the entire supply chain within the enterprise. The symposium stressed the scientific challenges and issues, covering the whole product and processes life cycle, from the design through the manufacturing and maintenance, to the distribution and service. INCOM'2006 Technical Program also included a special event on Innovative Engineering Techniques in Healthcare Delivery. The application of engineering and IT methods in medicine is a rapidly growing field with many opportunities for innovation. The Proceedings are composed of 3 volumes: Volume 1 - Information Systems, Control & Interoperability Volume 2 - Industrial Engineering Volume 3 - Operational Research * 3-volume set, containing 362 carefully reviewed and selected papers * presenting the state-of-the-art in international research and development in Information Control problems in Manufacturing
Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics
Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 2006 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimizing Processes with RFID and Auto ID by : Norbert Bartneck
Download or read book Optimizing Processes with RFID and Auto ID written by Norbert Bartneck and published by John Wiley & Sons. This book was released on 2009-03-17 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Radio Frequency Identification (RFID) is the technology applied for unambiguous and contactless identification of all types of objects. Varying magnetic fields or radio waves enable contactless data transfer as well as fast, automatic data collection. In addition, the importance of optical codes gains further importance due to their specific advantages. RFID and Auto ID systems are used in a wide range of sectors - from the consumer goods industry and trade via the automobile and aerospace industries to the chemicals and pharmaceuticals industries, as well as logistics and transport facilities. New potentials to secure competitive advantages can be utilized with early planning of the application of RFID and Auto ID in procurement, manufacturing and logistics. In addition to RFID and Auto ID technology, this book presents applications from different areas of application which have already been tried and tested. They demonstrate the approach, the process and the selection of RFID and Auto ID systems for various problems. A perspective on trends and innovative security solutions shows possible future application options for this technology.
Book Synopsis Impulse Control and Quasi-variational Inequalities by : Alain Bensoussan
Download or read book Impulse Control and Quasi-variational Inequalities written by Alain Bensoussan and published by Bordas Editions. This book was released on 1984 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on the other hand variational and quasi-variational inequalities, with the intention of obtaining constructive methods of solution by numerical methods. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality."--Amazon.
Book Synopsis Stochastic Processes, Finance and Control by : Robert J. Elliot
Download or read book Stochastic Processes, Finance and Control written by Robert J. Elliot and published by World Scientific. This book was released on 2012 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift is dedicated to Robert J Elliott on the occasion of his 70th birthday It brings together a collection of chapters by distinguished and eminent scholars in the fields of stochastic processes, filtering and control, as well as their applications to mathematical finance It presents cutting edge developments in these fields and is a valuable source of references for researchers, graduate students and market practitioners in mathematical finance and financial engineering Topics include the theory of stochastic processes, differential and stochastic games, mathematical finance, filtering and control.
Book Synopsis Control Theory and Topics in Functional Analysis by : International Centre for Theoretical Physics
Download or read book Control Theory and Topics in Functional Analysis written by International Centre for Theoretical Physics and published by . This book was released on 1976 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Dynamics of Continuous, Discrete & Impulsive Systems by :
Download or read book Dynamics of Continuous, Discrete & Impulsive Systems written by and published by . This book was released on 2003 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Manufacturing & Service Operations Management by :
Download or read book Manufacturing & Service Operations Management written by and published by . This book was released on 2002 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
