From the reviews of the second edition:
“This book is the expanded second edition of ‘Continuous-time Markov chains and applications. A singular perturbation approach.’ which appeared 1998. ... The book remains clearly of interest to researchers in stochastic control, operation research, manufacturing system, engineering, economics and applied mathematics.” (Michael Högele, zbMATH, Vol. 1277, 2014)
“The book is devoted to a study of continuous time singularly perturbed (SP) Markov chains and their applications in problems of control and optimization. ... There is no doubt that this second, revised and updated edition will be also well received by the intended audience (researchers and graduate students in applied mathematics and control engineering interested in modeling and optimization of complex stochastic systems) and will excite further interest to the topic.” (Vladimir Gaitsgory, SIAM Review, Vol. 55 (4), 2013)
Using a singular perturbation approach, this book offers a systematic treatment of systems that naturally arise in queuing theory, control and optimisation and manufacturing. Provides a single source for concepts previously scattered throughout the literature.
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 452 pp. Englisch. Bestandsnummer des Verkäufers 9781489991188
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Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Bestandsnummer des Verkäufers 9781489991188
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Anbieter: moluna, Greven, Deutschland
Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. New chapters added on backward equations and LQG control problemsBridges the gap between theory and applicationsPresents results on asymptotic expansions of the corresponding probability distributionsThis book gives a systematic tre. Bestandsnummer des Verkäufers 4213115
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Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Paperback. Zustand: Brand New. 2nd edition. 452 pages. 9.25x6.10x1.02 inches. In Stock. Bestandsnummer des Verkäufers zk1489991182
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Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
Paperback. Zustand: Like New. Like New. book. Bestandsnummer des Verkäufers ERICA80014899911826
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