Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

On the Extinction Probability for Bisexual Branching Processes in Varying Environments

2000 Mathematics Subject Classification: 60J80

Notes on the Solution of Dynamic Optimization Problems with Explicit Controls in Discrete-Time Economic Models

Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.

A Limit Theorem for Multi-Type Subcritical Age-Dependent Branching Processes with two Types of Immigration

Марусия Н. Славчова-Божкова - В настоящата работа се обобщава една гранична теорема за докритичен многомерен разклоняващ се процес, зависещ от възрастта на частиците с два типа имиграция. Целта е да се обобщи аналогичен резултат в едномерния случай като се прилагат “coupling” метода, теория на възстановяването и регенериращи процеси.

Large Deviations and Branching Processes

These lecture notes are devoted to present several uses of Large Deviation asymptotics in Branching Processes.

A System for Simulation and Estimation of Branching Processes

A computer code system for simulation and estimation of branching processes is proposed. Using the system, samples for some models with or without migration are generated. Over these samples we compare some properties of various estimators.

Limit Theorems for Branching Processes with Random Migration Components

The classical Bienaymé-Galton-Watson (BGW) branching process can be interpreted as mathematical model of population dynamics when the members of an isolated population reproduce themselves independently of each other according to a stochastic law.

Estimation of the Offspring and Immigration Mean Vectors for Bisexual Branching Processes with Immigration of Females and Males

2000 Mathematics Subject Classification: 60J80, 62M05.

Two-Type Age-Dependent Branching Processes with Inhomogeneous Immigration as Models of Renewing Cell Population

2000 Mathematics Subject Classification: primary 60J80; secondary 60J85, 92C37.

Some Contributions to the Class of Two-Sex Branching Processes Depending on the Number of Couples in the Population

2000 Mathematics Subject Classification: 60J80

On Y-Linked Genes and Bisexual Branching Processes

2000 Mathematics Subject Classification: 60J80.

Branching Processes in Autoregressive Random Environment

2000 Mathematics Subject Classification: 60J80, 60K05.

Estimators in Branching Processes with Immigration

2000 Mathematics Subject Classi cation: 60J80.

Revisiting Offspring Maxima in Branching Processes

2000 Mathematics Subject Classification: 60J80; 60G70.

Extremes of Bivariate Geometric Variables with Application to Bisexual Branching Processes

2000 Mathematics Subject Classification: 60J80, 60G70.