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...
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2005. |
| Serie: | Stochastic Modelling and Applied Probability
55 |
| Accesso online: | 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 |
Sommario:
- 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