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

• 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 : Imprint: Springer, 2013.
• Edition: Second edition.
• Series: Stochastic Modelling and Applied Probability, 37
• Subjects: 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...