Articles liés à Continuous-Time Markov Chains and Applications
Présentation de l'éditeur
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.
Revue de presse
From the reviews of the second edition:
This book is the expanded second edition of Continuous-time Markov chains and applications. A singular perturbation approach. which appeared 1998. ... The book remains clearly of interest to researchers in stochastic control, operation research, manufacturing system, engineering, economics and applied mathematics. (Michael Högele, zbMATH, Vol. 1277, 2014)
The book is devoted to a study of continuous time singularly perturbed (SP) Markov chains and their applications in problems of control and optimization. ... There is no doubt that this second, revised and updated edition will be also well received by the intended audience (researchers and graduate students in applied mathematics and control engineering interested in modeling and optimization of complex stochastic systems) and will excite further interest to the topic. --(Vladimir Gaitsgory, SIAM Review, Vol. 55 (4), 2013)
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2012
- ISBN 10 1461443458
- ISBN 13 9781461443452
- ReliureRelié
- Langueanglais
- Numéro d'édition2
- Nombre de pages452
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
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Springer New York, 2012
ISBN 10 : 1461443458
ISBN 13 : 9781461443452
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Vendeur : Buchpark, Trebbin, Allemagne
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Etat : Sehr gut. Zustand: Sehr gut - Gepflegter, sauberer Zustand. 2. Auflage. | Seiten: 452 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 12384526/2
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Continuous-Time Markov Chains and Applications
Edité par
Springer New York Okt 2012, 2012
ISBN 10 : 1461443458
ISBN 13 : 9781461443452
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : 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. N° de réf. du vendeur 9781461443452
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Continuous-Time Markov Chains and Applications
Edité par
Springer New York, 2012
ISBN 10 : 1461443458
ISBN 13 : 9781461443452
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
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Etat : 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. N° de réf. du vendeur 4198406
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
Edité par
Springer New York, Springer US, 2012
ISBN 10 : 1461443458
ISBN 13 : 9781461443452
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9781461443452
Quantité disponible : 1 disponible(s)
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Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
Edité par
Springer, 2012
ISBN 10 : 1461443458
ISBN 13 : 9781461443452
Ancien ou d'occasion
Couverture rigide
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 17849674
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Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach (Stochastic Modelling and Applied Probability (37))
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Springer, 2012
ISBN 10 : 1461443458
ISBN 13 : 9781461443452
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Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
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Hardcover. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA77314614434586
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Continuous-time Markov Chains and Applications: A Two-time-scale Approach
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 2nd edition. 427 pages. 9.25x6.50x1.00 inches. In Stock. N° de réf. du vendeur 1461443458
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Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
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