Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach

George Yin et Qing Zhang

ISBN 10: 0387982442 / ISBN 13: 9780387982441

Editore: Springer-Verlag New York Inc., 1998

Riguardo questo articolo

Ancien livre de bibliothèque. Légères traces d'usure sur la couverture. Edition 1998. Tome 37. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Slight signs of wear on the cover. Edition 1998. Volume 37. Ammareal gives back up to 15% of this item's net price to charity organizations. Codice articolo D-584-715

Dati bibliografici

Titolo: Continuous-Time Markov Chains and ...

Casa editrice: Springer-Verlag New York Inc.

Data di pubblicazione: 1998

Legatura: Hardcover

Condizione: Bon

Descrizione articolo

Riassunto:

Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.

Contenuti:

Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries. Markovian models.- Singularly perturbed Markov chains: Asymptotic expansion: Irreducible generators. Asymptotic normality and exponential bounds. Asymptotic expansion: Weak and strong interactions. Weak and strong interactions: Asymptotic properties and ramification.- Optimizations and numerical methods: Markov decision problems. Stochastic control of dynamical systems. Numerical methods for control and optimization.