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...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Udgivelse: | 2nd ed. 2013. |
| Serier: | Stochastic Modelling and Applied Probability
37 |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
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 |
Indholdsfortegnelse:
- 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.-