© 2006

Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems

A Volume in Honor of Suresh Sethi

  • Houmin Yan
  • George Yin
  • Qing Zhang

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 94)

Table of contents

  1. Front Matter
    Pages i-xlvi
  2. K. E. Avrachenkov, L. D. Finlay, V. G. Gaitsgory
    Pages 1-17
  3. Tomasz R. Bielecki, Ewa Frankiewicz
    Pages 35-54
  4. Jerzy A. Filar, Boda Kang
    Pages 109-140
  5. Yongjiang Guo, Hanqin Zhang
    Pages 141-157
  6. Joanna Józefowska, Łukasz Józefowski, Wiesław Kubiak
    Pages 175-200
  7. B. Pasik-Duncan, T. E. Duncan, B. Maslowski
    Pages 201-221
  8. Wulin Suo
    Pages 223-247
  9. David D. Yao, Qing Zhang, Xun Yu Zhou
    Pages 281-300
  10. G. Yin, J. W. Wang, Q. Zhang, Y. J. Liu, R. H. Liu
    Pages 301-329
  11. Zongwu Zhu, Floyd B. Hanson
    Pages 331-358
  12. Back Matter
    Pages 359-360

About this book


This edited volume contains sixteen research articles and presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. It assembles experts from the fields of operations research, control theory and optimization, stochastic analysis, and financial engineering to review and substantially update the recent progress in these fields. Another distinct characteristic of the book is that all papers are motivated by applications in which optimization, control, and stochastics are inseparable. The book will be a timely addition to the literature and will be of interest to people working in the aforementioned fields.

Most importantly, this volume is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday. In view of his fundamental contributions, his distinguished career, his substantial achievements, his influence on the areas of control theory and applications, operations research, and management science, and his dedication to the scientific community, a number of leading experts in the fields of optimization, control, and operation management, have contributed to this volume in honor of him.


Manufacturing Manufacturing System Optimization Methods Stochastic Optimization Stochastic Processes linear optimization management operations research optimization

Editors and affiliations

  • Houmin Yan
    • 1
  • George Yin
    • 2
  • Qing Zhang
    • 3
  1. 1.The Chinese Univ. of HKHong Kong
  2. 2.Wayne State Univ.DetroitUSA
  3. 3.University of GeorgiaAthensUSA

Bibliographic information

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