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Stochastic Analysis, Control, Optimization And Applications

RRP $711.99

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In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi- ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza- tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti- mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.


Optimization In Quality Control

RRP $958.99

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Optimization in Quality Control presents a broad survey of the state of the art in optimization in quality, and focuses on industrial and national competitiveness. Each chapter has been carefully developed and refereed anonymously by experts in the area of optimization in quality control. Some of the topics covered in this volume include:

  • fundamentals of optimization techniques
  • contemporary approaches to optimization models in process control
  • economic design of control charts
  • determining optimal target values in multiple criteria economic selection models
  • examining quality improvement schemes by trading off between expected warranty servicing costs and increasing manufacturing costs
  • designing optimal inspection plans.
This book will serve as an important reference source for academics, professionals and researchers.


Markov Models And Optimization

RRP $387.99

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This book presents a radically new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called Piecewise-Deterministic Processes (PDPs) as a general class of stochastic system models. A PDP is a Markov process that follows deterministic trajectories between random jumps, the latter occurring either spontaneously, in a Poisson-like fashion, or when the process hits the boundary of its state space. This formulation includes an enormous variety of applied problems in engineering, operations research, management science and economics as special cases; examples include queueing systems, stochastic scheduling, inventory control, resource allocation problems, optimal planning of production or exploitation of renewable or non-renewable resources, insurance analysis, fault detection in process systems, and tracking of maneuvering targets, among many others.
The first part of the book shows how these applications lead to the PDP as a system model, and the main properties of PDPs are derived. There is particular emphasis on the so-called extended generator of the process, which gives a general method for calculating expectations and distributions of system performance functions. The second half of the book is devoted to control theory for PDPs, with a view to controlling PDP models for optimal performance: characterizations are obtained of optimal strategies both for continuously-acting controllers and for control by intervention (impulse control). Throughout the book, modern methods of stochastic analysis are used, but all the necessary theory is developed from scratch and presented in a self-contained way. The book will be useful to engineers and scientists in the application areas as well as to mathematicians interested in applications of stochastic analysis.


Searching For A Silver Lining

RRP $19.99

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It began with a promise ...

Matilda Bell is left heartbroken when she falls out with her beloved grandfather just before he dies. Haunted by regret, she makes a promise that will soon change everything...

When spirited former singing star Reenie Silver enters her life, Mattie seizes the opportunity to make amends. Together, Mattie and Reenie embark on an incredible journey that will find lost friends, uncover secrets from the glamorous 1950s and put right a sixty-year wrong.

Touchingly funny, warm and life-affirming, this is a sparkling story of second chances. Perfect for fans of Cecelia Ahern, Searching for a Silver Lining will take you on a trip you'll never forget.

About the Author

Miranda Dickinson has always had a head full of stories. From an early age she dreamed of writing a book that would make the heady heights of Kingswinford Library and today she is a bestselling author. She began to write in earnest when a friend gave her The World's Slowest PC, and has subsequently written the bestselling novels Fairytale of New York, Welcome to My World, It Started With a Kiss, When I Fall in Love, Take A Look At Me Now, I'll Take New York and A Parcel for Anna Browne. Miranda lives with her husband Bob and daughter Flo in Dudley.


Multiobjective Optimization Methodology

RRP $320.99

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The first book to focus on jumping genes outside bioscience and medicine, Multiobjective Optimization Methodology: A Jumping Gene Approach introduces jumping gene algorithms designed to supply adequate, viable solutions to multiobjective problems quickly and with low computational cost.

Better Convergence and a Wider Spread of Nondominated Solutions

The book begins with a thorough review of state-of-the-art multiobjective optimization techniques. For readers who may not be familiar with the bioscience behind the jumping gene, it then outlines the basic biological gene transposition process and explains the translation of the copy-and-paste and cut-and-paste operations into a computable language.

To justify the scientific standing of the jumping genes algorithms, the book provides rigorous mathematical derivations of the jumping genes operations based on schema theory. It also discusses a number of convergence and diversity performance metrics for measuring the usefulness of the algorithms.

Practical Applications of Jumping Gene Algorithms

Three practical engineering applications showcase the effectiveness of the jumping gene algorithms in terms of the crucial trade-off between convergence and diversity. The examples deal with the placement of radio-to-fiber repeaters in wireless local-loop systems, the management of resources in WCDMA systems, and the placement of base stations in wireless local-area networks.

Offering insight into multiobjective optimization, the authors show how jumping gene algorithms are a useful addition to existing evolutionary algorithms, particularly to obtain quick convergence solutions and solutions to outliers.



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