Continuous-Time Markov Chains and Applications A Two-Time-Scale Approach /

• 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 : Imprint: Springer, 2013.
• Έκδοση: Second edition.
• Σειρά: Stochastic Modelling and Applied Probability, 37
• Θέματα: Mathematics.; Calculus of variations.; Operations research.; Management science.; Probabilities.; Applied mathematics.; Engineering mathematics.; Probability Theory and Stochastic Processes.; Calculus of Variations and Optimal Control; Optimization.; Operations Research, Management Science.; Appl.Mathematics/Computational Methods of Engineering.

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...

Πίνακας περιεχομένων:

• 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.-.