Constructive Computation in Stochastic Models with Applications : The RG-Factorizations

Quan-Lin Li

ISBN 10: 3642114911 / ISBN 13: 9783642114915

Editore: Springer, Berlin, Springer Berlin Heidelberg, Tsinghua University Press, Springer, 2010

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Neuware - 'Constructive Computation in Stochastic Models with Applications: The RG-Factorizations' provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable.Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.

Codice articolo 9783642114915

Dati bibliografici

• Titolo: Constructive Computation in Stochastic Models with Applications : The RG-Factorizations
• Editore: Springer, Berlin, Springer Berlin Heidelberg, Tsinghua University Press, Springer
• Data di pubblicazione: 2010
• Lingua: Inglese
• ISBN 10: 3642114911
• ISBN 13: 9783642114915
• Rilegatura: Buch
• Condizione: Neu

Descrizione articolo

Riassunto

"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable.

Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.

Informazioni sull?autore

Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.