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Constructive Computation in Stochastic Models with Applications : The RG-Factorization / by Quan-Lin Li

データ種別 電子ブック
出版者 Berlin, Heidelberg : Springer Berlin Heidelberg
出版年 2010
本文言語 英語
大きさ 650 p. 24 illus : online resource

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EB0125868

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内容注記 Stochastic Models
Block-Structured Markov Chains
Markov Chains of GI/G/1 Type
Asymptotic Analysis
Markov Chains on Continuous State Space
Block-Structured Markov Renewal Processes
Examples of Practical Applications
Transient Solution
Quasi-Stationary Distributions
Markov Reward Processes
Sensitivity Analysis and Evolutionary Games
一般注記 "Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China
著者標目 *Li, Quan-Lin author
SpringerLink (Online service)
件 名 LCSH:Mathematics
LCSH:Computer communication systems
LCSH:Mathematical optimization
LCSH:Operations research
LCSH:Management science
LCSH:Probabilities
LCSH:Industrial engineering
LCSH:Production engineering
LCSH:Quality control
LCSH:Reliability
LCSH:Industrial safety
FREE:Mathematics
FREE:Probability Theory and Stochastic Processes
FREE:Computer Communication Networks
FREE:Optimization
FREE:Operations Research, Management Science
FREE:Industrial and Production Engineering
FREE:Quality Control, Reliability, Safety and Risk
分 類 DC23:519.2
巻冊次 ISBN:9783642114922 REFWLINK
ISBN 9783642114922
URL http://dx.doi.org/10.1007/978-3-642-11492-2
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