Constructive Computation in Stochastic Models with Applications The RG-Factorization /

• Main Author: Li, Quan-Lin (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Subjects: Mathematics.; Computer communication systems.; Mathematical optimization.; Operations research.; Management science.; Probabilities.; Industrial engineering.; Production engineering.; Quality control.; Reliability.; Industrial safety.; Probability Theory and Stochastic Processes.; Computer Communication Networks.; Optimization.; Operations Research, Management Science.; Industrial and Production Engineering.; Quality Control, Reliability, Safety and Risk.

"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic m...

Table of Contents:

• Stochastic Models
• Block-Structured Markov Chains
• Markov Chains of GI/G/1 Type
• Asymptotic Analysis
• Markov Chains on Continuous State Space
• Block-Structured Markov Renewal Processes
• Examples of Practical Applications
• Transient Solution
• Quasi-Stationary Distributions
• Markov Reward Processes
• Sensitivity Analysis and Evolutionary Games.