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E-raamat: Modeling, Stochastic Control, Optimization, and Applications

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Modeling, Stochastic Control, Optimization, and ApplicationsSuurem pilt
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This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.


Uniform Polynomial Rates of Convergence for A Class of
Levy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues.- Nudged
Particle Filters in Multiscale Chaotic Systems.- Postponing Collapse: Ergodic
Control with a Probabilistic Constraint.- Resource Sharing Networks and
Brownian Control Problems.- American Option Model and Negative Fichera
Function on Degenerate Boundary.- Continuous-Time Markov Chain and Regime
Switching Approximations.- Numerical Approximations for Discounted Continuous
Time Markov Decision Processes.- Some Linear-Quadratic Stochastic Dierential
Games Driven by State Dependent Gauss-Volterra Processes.- Correlated
Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential
Games.- Lattice Dynamical Systems in the Biological Sciences.- Balancing
Prevention and Suppression of Forest Fires with Fuel Management as a
Stock.- A Free-Model Characterization of the Asymptotic Certainty
Equivalent by the Arrow-Pratt Index.- Binary Mean Field Stochastic Games:
Stationary Equilibria and Comparative Statics Queues.- Equivalence of Fluid
Models for Gt=GI=N + GI Queues.- Stochastic HJB Equations and Regular
Singular Points.- Information Diusion in Social Networks: Friendship Paradox
based Models and Statistical Inference.- Portfolio Optimization Using
Regime-Switching Stochastic Interest Rate and Stochastic Volatility
Models.- On Optimal Stopping and Impulse Control with
Constraint.- Linear-Quadratic McKean-Vlasov Stochastic Differential
Games.- Stochastic Multigroup Epidemic Models: Duration and Final Size.- H2
Dynamic Output Feedback Control for Hidden Markov Jump Linear
Systems.- Time-Inconsistent Optimal Control Problems and Related
Issues.- Regime-Switching Jump Diusions with Non-Lipschitz Coecients
and Countably Many Switching States: Existence and Uniqueness, Feller, and
Strong Feller Properties.
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