书目名称 | Numerical Methods for Solving Discrete Event Systems |
副标题 | With Applications to |
编辑 | Winfried Grassmann,Javad Tavakoli |
视频video | |
概述 | Provides many algorithms which may serve as templates.Includes detailed discussion of randomization/uniformization method.Contains chapter-level summaries and exercises |
丛书名称 | CMS/CAIMS Books in Mathematics |
图书封面 |  |
描述 | .This graduate textbook provides an alternative to discrete event simulation. It describes how to formulate discrete event systems, how to convert them into Markov chains, and how to calculate their transient and equilibrium probabilities. The most appropriate methods for finding these probabilities are described in some detail, and templates for efficient algorithms are provided. These algorithms can be executed on any laptop, even in cases where the Markov chain has hundreds of thousands of states. This book features the probabilistic interpretation of Gaussian elimination, a concept that unifies many of the topics covered, such as embedded Markov chains and matrix analytic methods..The material provided should aid practitioners significantly to solve their problems. This book also provides an interesting approach to teaching courses of stochastic processes.. . . |
出版日期 | Textbook 2022 |
关键词 | Discrete event systems; Markov chains; Queueing; Inventory control; Numerical methods; Matrix analytic me |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-031-10082-6 |
isbn_softcover | 978-3-031-10084-0 |
isbn_ebook | 978-3-031-10082-6Series ISSN 2730-650X Series E-ISSN 2730-6518 |
issn_series | 2730-650X |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |