Continuous-time Mảkov Chains And Applications

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    25/10/2023
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    Continuous-Time Markov Chains and Applications
    A Two-Time-Scale Approach
    By: G. George Yin; Qing Zhang
    Publisher:
    Springer
    Print ISBN: 9781461443452, 1461443458
    eText ISBN: 9781461443469, 1461443466
    Edition: 2nd
    Copyright year: 2013
    Format: EPUB
    Available from $ 129.00 USD
    SKU: 9781461443469 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 to applications 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 edition has 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 the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes. SKU: 9781461443452
    Ebooks here: https://ebookscoffee.sellpass.io/products/ContinuousTime-Markov-Chains-and-Applications
     

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