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Brownian Models of Performance and Control

J. Michael Harrison




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 | #838934 in Books |  J Michael Harrison |  2013-12-02 | Original language:English | PDF # 1 |  8.98 x.79 x5.98l,.95 | File type: PDF | 205 pages

 | Brownian Models of Performance and Control

||0 of 0 people found the following review helpful.| As expected|By Customer|As expected|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 sharin

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, q...

You can specify the type of files you want, for your gadget.Brownian Models of Performance and Control   |  J. Michael Harrison. A good, fresh read, highly recommended.

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