Fishpond Gift Vouchers - Let them choose!

We won't be beaten by anyone. Guaranteed

Brownian Models of Performance and Control
By

Rating

Product Description
Product Details

Table of Contents

1. Brownian motion; 2. Stochastic storage models; 3. Further analysis of Brownian motion; 4. Stochastic calculus; 5. Optimally stopping a Brownian motion; 6. Reflected Brownian motion; 7. Optimal control of Brownian motion; 8. Brownian models of dynamic inference; 9. Further examples; Appendix A. Stochastic processes; Appendix B. Real analysis.

Promotional Information

Michael Harrison returns to an important topic in stochastic process theory, and illustrates its many influential applications in business and economics.

About the Author

J. Michael Harrison has developed and analyzed stochastic models in several different domains related to business, including mathematical finance and processing network theory. His current research is focused on dynamic models of resource sharing, and on the application of stochastic control theory in economics and operations. Professor Harrison has been honored by the Institute for Operations Research and Management Science (INFORMS) with its Expository Writing Award (1998), the Lanchester Prize for best research publication (2001), and the John von Neumann Theory Prize (2004); he was elected to the National Academy of Engineering in 2008. He is a fellow of INFORMS and of the Institute for Mathematical Statistics.

Ask a Question About this Product More...
Write your question below:
Look for similar items by category
People also searched for
How Fishpond Works
Fishpond works with suppliers all over the world to bring you a huge selection of products, really great prices, and delivery included on over 25 million products that we sell. We do our best every day to make Fishpond an awesome place for customers to shop and get what they want — all at the best prices online.
Webmasters, Bloggers & Website Owners
You can earn a 5% commission by selling Brownian Models of Performance and Control on your website. It's easy to get started - we will give you example code. After you're set-up, your website can earn you money while you work, play or even sleep! You should start right now!
Authors / Publishers
Are you the Author or Publisher of a book? Or the manufacturer of one of the millions of products that we sell. You can improve sales and grow your revenue by submitting additional information on this title. The better the information we have about a product, the more we will sell!
Item ships from and is sold by Fishpond Retail Limited.
Back to top