Télécharger le livre :  Continuous-Time Markov Chains and Applications

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...
Editeur : Springer
Parution : 2012-11-14
Collection : Stochastic Modelling and Applied Probability
Format(s) : ePub
126,59

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Télécharger le livre :  Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems

This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the...
Editeur : Springer
Parution : 2006-09-10
Collection : International Series in Operations Research & Management Science
Format(s) : PDF
105,49

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Télécharger le livre :  Discrete-Time Markov Chains

This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this...
Editeur : Springer
Parution : 2005-10-04
Collection : Stochastic Modelling and Applied Probability
Format(s) : PDF
78,87

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