Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach
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, propert...
Gardado en:
| Auteurs principaux: | , |
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| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edición: | 2nd ed. 2013. |
| Series: | Stochastic Modelling and Applied Probability
37 |
| Acceso en liña: | 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: | • Continuous-Time Markov chains and applications, a two-time-scale approach, G. George Yin, Qing Zhang, second edition, New York, Springer, 2013, 1 vol. (XXI-427 p.), Applications of mathematics, 978-1-4614-4345-2 • Continuous-Time Markov Chains and Applications, Texte imprimé, 9781461443476 • Continuous-Time Markov Chains and Applications, Texte imprimé, 9781489991188 • Continuous-Time Markov chains and applications, a two-time-scale approach, G. George Yin, Qing Zhang, second edition, New York, Springer, 2013, 1 vol. (XXI-427 p.), Applications of mathematics, 978-1-4614-4345-2 |
| Résumé: | 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 |
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| descrición da copia: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9781461443469 |
| ISSN: | 2197-439X |
| Acceso: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |