Stochastic Modeling
Barry L Nelson, Pol D. Spanos
ISBN 10: 0486477703 ISBN 13: 9780486477701
Verlag: Dover Publications Inc., US, 2010
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Beschreibung
Beschreibung:
Bestandsnummer des Verkäufers LU-9780486477701
Inhaltsangabe:
A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis.
Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, semi-Markov processes, and queuing processes. Each chapter opens with an illustrative case study, and comprehensive presentations include formulation of models, determination of parameters, analysis, and interpretation of results. Programming language–independent algorithms appear for all simulation and numerical procedures.
Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, semi-Markov processes, and queuing processes. Each chapter opens with an illustrative case study, and comprehensive presentations include formulation of models, determination of parameters, analysis, and interpretation of results. Programming language–independent algorithms appear for all simulation and numerical procedures.
Über die Autorin bzw. den Autor:
Barry L. Nelson is Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University.
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Bibliografische Details
Titel: Stochastic Modeling
Verlag: Dover Publications Inc., US
Erscheinungsdatum: 2010
Einband: Paperback
Zustand: New