Yin / Zhang | Continuous-Time Markov Chains and Applications | E-Book | www.sack.de
E-Book

E-Book, Englisch, 430 Seiten

Reihe: Mathematics and Statistics

Yin / Zhang Continuous-Time Markov Chains and Applications

A Two-Time-Scale Approach
2. Auflage 2013
ISBN: 978-1-4614-4346-9
Verlag: Springer US
Format: PDF
 Kopierschutz: 1 - PDF Watermark

A Two-Time-Scale Approach

E-Book, Englisch, 430 Seiten

Reihe: Mathematics and Statistics

ISBN: 978-1-4614-4346-9
Verlag: Springer US
Format: PDF
 Kopierschutz: 1 - PDF Watermark

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.

Yin / Zhang Continuous-Time Markov Chains and Applications jetzt bestellen!

Zielgruppe

Research

Autoren/Hrsg.

Yin, G. George
Zhang, Qing

Weitere Infos & Material

Prologue and Preliminaries : Introduction and overview- Mathematical preliminaries.- Markovian models.- Two-Time-Scale Markov Chains : Asymptotic Expansions of Solutions for Forward Equations.- Occupation Measures: Asymptotic Properties and Ramification.- Asymptotic Expansions of Solutions for Backward Equations.- Applications:MDPs, Near-optimal Controls, Numerical Methods, and LQG with Switching: Markov Decision Problems.- Stochastic Control of Dynamical Systems.- Numerical Methods for Control and Optimization.- Hybrid LQG Problems.- References.- Index.-

Ihre Fragen, Wünsche oder Anmerkungen
Vorname*
Nachname*
Ihre E-Mail-Adresse*
Kundennr.
Ihre Nachricht*
Lediglich mit * gekennzeichnete Felder sind Pflichtfelder.
Wenn Sie die im Kontaktformular eingegebenen Daten durch Klick auf den nachfolgenden Button übersenden, erklären Sie sich damit einverstanden, dass wir Ihr Angaben für die Beantwortung Ihrer Anfrage verwenden. Selbstverständlich werden Ihre Daten vertraulich behandelt und nicht an Dritte weitergegeben. Sie können der Verwendung Ihrer Daten jederzeit widersprechen. Das Datenhandling bei Sack Fachmedien erklären wir Ihnen in unserer Datenschutzerklärung.