Discrete-Time Markov Chains : Two-Time-Scale Methods and Applications
Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communicatio...
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| Autors principals: | , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edició: | 1st ed. 2005. |
| Col·lecció: | Stochastic Modelling and Applied Probability
55 |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Discrete-time Markov chains, two-time-scale methods and applications, G. George Yin, Qing Zhang, New York, Springer, 2005, 1 vol. (XIX-347 p.), Applications of mathematics, 0-387-21948-X • Discrete-time Markov chains, two-time-scale methods and applications, G. George Yin, Qing Zhang, 2005, New York, Springer, 1 vol. (XIX-347 p.), Applications of mathematics, 978-1-4419-1955-7 • Discrete-Time Markov Chains, Texte imprimé, 9780387501314 • Discrete-time Markov chains, two-time-scale methods and applications, G. George Yin, Qing Zhang, New York, Springer, 2005, 1 vol. (XIX-347 p.), Applications of mathematics, 0-387-21948-X |
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| 100 | 1 | |a Yin, George, |d 1954- | |
| 245 | 1 | 0 | |a Discrete-Time Markov Chains : |b Two-Time-Scale Methods and Applications |c by G. George Yin, Qing Zhang. |
| 250 | |a 1st ed. 2005. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Stochastic Modelling and Applied Probability |v 55 |x 2197-439X | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Prologue and Preliminaries Introduction, Overview, and Examples Mathematical Preliminaries Asymptotic Properties Asymptotic Expansions Occupation Measures Exponential Bounds Interim Summary and Extensions Applications Stability of Dynamic Systems Filtering Markov Decision Processes LQ Controls Mean-Variance Controls Production Planning Stochastic Approximation | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications | ||
| 700 | 1 | |a Zhang, Qing, |d 1959- |4 aut | |
| 776 | 0 | |0 084067195 |t Discrete-time Markov chains |o two-time-scale methods and applications |f G. George Yin, Qing Zhang |c New York |n Springer |d 2005 |p 1 vol. (XIX-347 p.) |s Applications of mathematics |z 0-387-21948-X | |
| 776 | 0 | |0 230889808 |t Discrete-time Markov chains |o two-time-scale methods and applications |f G. George Yin, Qing Zhang |d 2005 |c New York |n Springer |p 1 vol. (XIX-347 p.) |s Applications of mathematics |z 978-1-4419-1955-7 | |
| 776 | 0 | |t Discrete-Time Markov Chains |b Texte imprimé |z 9780387501314 | |
| 776 | 0 | |0 084067195 |t Discrete-time Markov chains |o two-time-scale methods and applications |f G. George Yin, Qing Zhang |c New York |n Springer |d 2005 |p 1 vol. (XIX-347 p.) |s Applications of mathematics |z 0-387-21948-X | |
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