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

• Main Authors: Yin, G. George (Author), Zhang, Qing (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2005.
• Series: Stochastic Modelling and Applied Probability, Applications of Mathematics, 55
• Subjects: 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...

Table of Contents:

• 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.