| 书目名称 | Continuous-Time Markov Chains and Applications | | 副标题 | A Two-Time-Scale App | | 编辑 | G. George Yin,Qing Zhang | | 视频video | | | 概述 | New chapters added on backward equations and LQG control problems.Bridges the gap between theory and applications.Presents results on asymptotic expansions of the corresponding probability distributio | | 丛书名称 | Stochastic Modelling and Applied Probability | | 图书封面 |  | | 描述 | 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, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted toapplications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second editionhas been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified.This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from th | | 出版日期 | Book 2013Latest edition | | 关键词 | Markov chains; continuous-time systems; probability vectors; stochastic processes | | 版次 | 2 | | doi | https://doi.org/10.1007/978-1-4614-4346-9 | | isbn_softcover | 978-1-4899-9118-8 | | isbn_ebook | 978-1-4614-4346-9Series ISSN 0172-4568 Series E-ISSN 2197-439X | | issn_series | 0172-4568 | | copyright | Springer Science+Business Media, LLC 2013 |
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发表于 2025-3-21 17:23:55
