Discrete-Time Markov Chains Two-Time-Scale Methods and Applications /

• Κύριοι συγγραφείς: Yin, G. George (Συγγραφέας), Zhang, Qing (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2005.
• Σειρά: Stochastic Modelling and Applied Probability, Applications of Mathematics, 55
• Θέματα: Mathematics.; Operations research.; Decision making.; Applied mathematics.; Engineering mathematics.; Probabilities.; Control engineering.; Robotics.; Mechatronics.; Probability Theory and Stochastic Processes.; Control, Robotics, Mechatronics.; Operation Research/Decision Theory.; Applications of Mathematics.

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...

Πίνακας περιεχομένων:

• 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.