Discrete-Time Markov Chains : Two-Time-Scale Methods and Applications / by G. George Yin, Qing Zhang
(Stochastic Modelling and Applied Probability, Applications of Mathematics ; 55)
| データ種別 | 電子ブック |
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| 出版者 | New York, NY : Springer New York |
| 出版年 | 2005 |
| 本文言語 | 英語 |
| 大きさ | XX, 347 p : online resource |
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| 内容注記 | Prologue and Preliminaries Introduction, Overview, and Examples Mathematical Preliminaries Asymptotic Properties Asymptotic Expansions Occupation Measures Exponential Bounds Interim Summary and Extensions Applications Stability of Dynamic Systems Filtering Markov Decision Processes LQ Controls Mean-Variance Controls Production Planning Stochastic Approximation |
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| 一般注記 | Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications |
| 著者標目 | *Yin, G. George author Zhang, Qing author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Operations research LCSH:Decision making LCSH:Applied mathematics LCSH:Engineering mathematics LCSH:Probabilities LCSH:Control engineering LCSH:Robotics LCSH:Mechatronics FREE:Mathematics FREE:Probability Theory and Stochastic Processes FREE:Control, Robotics, Mechatronics FREE:Operation Research/Decision Theory FREE:Applications of Mathematics |
| 分 類 | DC23:519.2 |
| 巻冊次 | ISBN:9780387268712 
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| ISBN | 9780387268712 |
| URL | http://dx.doi.org/10.1007/b138226 |
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