Stochastic Models in Operations Research: Stochastic Optimizations - Brossura

Sobel, Matthew J.; Heyman, Daniel P.

Brossura

ISBN 10: 0486432602 ISBN 13: 9780486432601

Casa editrice: Dover Pubns, 2003

Riassunto

The first of a two-volume set begins with discussions of stochastic processes, including posterity analysis, birth-and-death processes, renewal theory, renewal-reward and regenerative processes, Markov chains, continuous-time Markov chains, Markov processes, and stationery processes and ergodic theory. Its coverage of operating characteristics of stochastic systems examines system properties, networks of queues, and bounds and approximations.
This two-volume set of texts explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical investigations. They demonstrate the interdependence of three areas of study that usually receive separate treatments: stochastic processes, operating characteristics of stochastic systems, and stochastic optimization.
Comprehensive in its scope, this work emphasizes the practical importance, intellectual stimulation, and mathematical elegance of stochastic models. It is intended primarily as a graduate-level text for studies in operations research, management science, computer science, and all branches of engineering, applied mathematics, statistics, and economics.

Su questo libro

Contenuti

Preface 1. Introduction Part C. 2. Stochastic Optimization: Prologue 3. Myopic Optimal Policies 4. Markov Decision Processes 5. Generalizations of MDPs 6. Some Computational Considerations for MDPs 7. Other Structural Properties 8. Monotone Optimal Policies 9. Sequential Games Appendixes. Indexes. 43 Figures. 50 Tables.

Product Description

Book by Heyman Daniel P Sobel Matthew J

Dettagli dell'edizione

• Editore: Dover Pubns
• Data di pubblicazione: 2003
• Lingua: Inglese
• ISBN 10: 0486432602
• ISBN 13: 9780486432601
• Rilegatura: Copertina flessibile
• Numero di pagine: 576
• Contatto del produttore: non disponibile
• Persona responsabile: Soc. Agr. La Raia Ss; http://www.la-raia.it; ; Strada Monterotondo, 79; Novi Ligure; 15067; Italia