Titlebook: Continuous-Time Markov Chains and Applications; A Two-Time-Scale App G. George Yin,Qing Zhang Book 2013Latest edition Springer Science+Busi

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Numerical Methods for Control and Optimizationt problem, and Zhang and Yin [251] for a finite horizon counterpart. Such closed-form solutions do not seem possible for more general manufacturing systems such as flowshops and jobshops (see Sethi and Zhang [192]). For many applications, one has to resort to a viable alternative – numerical methods.

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Book 2013Latest editioning 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

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Book 2013Latest editionrs 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

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https://doi.org/10.1007/978-3-322-95059-8h the weak and strong irreducibilities in Section 2.5, which are used extensively in the chapters to follow. Section 2.6 reviews Gaussian and diffusion processes. Section 2.7 discusses switching diffusion processes. Finally, Section 2.8 closes the chapter with some postscript notes.

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https://doi.org/10.1007/978-3-322-95100-7ferent time scales naturally arises. This often results from aggregating the states, decomposing a large-scale system into a number of subsystems with manageable size, using multiple step size in optimization procedures and other consideration in modeling. To formulate such problems, one introduces

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