Xun Yu Zhou Books

Stochastic Modeling and Optimization
Stochastic Modeling and Optimization

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Stochastic Controls
Stochastic Controls

By Xun Yu Zhou, Jiongmin Yong

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"This book gives a self-contained and systematic exposition of the major optimal control theory for continuous-time stochastic diffusion processes, including the Pontryagin type maximum principle (...

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Stochastic Controls
Stochastic Controls

By Jiongmin Yong

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The maximum principle and dynamic programming are the two most commonly used approaches in solving optimal control problems. These approaches have been developed independently. The theme of this bo...

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Stochastic Controls
Stochastic Modeling and Optimization
Stochastic Modeling and Optimization

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Stochastic Modeling and Optimization
Stochastic Modeling and Optimization
Stochastic Modeling and Optimization

By Xun Yu Zhou, David D. Yao, Hanqin Zhang

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This book covers the broad range of research in stochastic models and optimization. Applications covered include networks, financial engineering, production planning and supply chain management. Ea...

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Stochastic Controls

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