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This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified.This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.
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This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified.
This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
Da: Buchpark, Trebbin, Germania
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 452 | Sprache: Englisch | Produktart: Bücher. Codice articolo 12384526/2
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Continuous-Time Markov Chains and Applications
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. New chapters added on backward equations and LQG control problemsBridges the gap between theory and applicationsPresents results on asymptotic expansions of the corresponding probability distributionsThis book gives a systematic tre. Codice articolo 4198406
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Continuous-Time Markov Chains and Applications
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified.This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes. 452 pp. Englisch. Codice articolo 9781461443452
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Continuous-Time Markov Chains and Applications
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Springer New York, Springer US Okt 2012, 2012
ISBN 10: 1461443458
ISBN 13: 9781461443452
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Buch. Condizione: Neu. Neuware -This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified.This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 452 pp. Englisch. Codice articolo 9781461443452
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
Editore:
Springer New York, Springer US, 2012
ISBN 10: 1461443458
ISBN 13: 9781461443452
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Da: AHA-BUCH GmbH, Einbeck, Germania
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified.This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes. Codice articolo 9781461443452
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Continuous-Time Markov Chains and Applications
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 452 Indices. Codice articolo 2651772486
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Continuous-Time Markov Chains and Applications
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
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Condizione: New. Print on Demand pp. 452 13 Illus. Codice articolo 56771481
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Continuous-time Markov Chains and Applications: A Two-time-scale Approach
Da: Revaluation Books, Exeter, Regno Unito
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Hardcover. Condizione: Brand New. 2nd edition. 427 pages. 9.25x6.50x1.00 inches. In Stock. Codice articolo 1461443458
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Continuous-Time Markov Chains and Applications
Print on DemandDa: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: New. PRINT ON DEMAND pp. 452. Codice articolo 1851772492
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Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach (Stochastic Modelling and Applied Probability (37))
Da: Mispah books, Redhill, SURRE, Regno Unito
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Hardcover. Condizione: Like New. Like New. book. Codice articolo ERICA77314614434586
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