Markov Chains and Stochastic Stability (Communications and Control Engineering)

Meyn, Sean P., Tweedie, Richard L., Meyn, S.P, Tweedie, R.L.

ISBN 10: 3540198326 / ISBN 13: 9783540198321

Edité par Springer, 1996

A propos de cet article

Like New.

N° de réf. du vendeur ERICA75835401983266

Détails bibliographiques

• Titre: Markov Chains and Stochastic Stability (Communications and Control Engineering)
• Éditeur: Springer
• Date de parution: 1996
• Langue: anglais
• ISBN à 10 chiffres: 3540198326
• ISBN à 13 chiffres: 9783540198321
• Reliure: Hardcover
• État de l'article: Like New
• Type de livre: book

A propos de ce titre

Synopsis

The area of Markov chain theory and application has matured over the past 20 years. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory. Throughout, the theme of stochastic stability and the search for practical methods of verifying such stability, provide a new and powerful technique which not only affects applications, but also the development of the theory itself. The impact of the theory on specific models is discussed in detail.

Présentation de l'éditeur

Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.