Continuos-time Markov-modulated Chains In Operations Research - Couverture rigide

Andronov, Alexander; Mahareva, Kristina

Couverture rigide

ISBN 10 : 9811286159 ISBN 13 : 9789811286155

Editeur : WSPC, 2024

Synopsis

Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain uses eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.

Détails de l'édition

• Éditeur: WSPC
• Date d'édition: 2024
• Langue: anglais
• ISBN 10: 9811286159
• ISBN 13: 9789811286155
• Reliure: Relié
• Nombre de pages: 226
• Coordonnées du fabricant: non disponible
• Personne responsable: GPSR Kontakt; gpsr@libri.de; ; Friedensallee 273; Hamburg; 22763; Allemagne