Description: Continuous-Time Markov Chains and Applications Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). A Two-Time-Scale Approach Author(s): G. George Yin, Qing Zhang Format: Paperback Publisher: Springer-Verlag New York Inc., United States Imprint: Springer-Verlag New York Inc. ISBN-13: 9781489991188, 978-1489991188 Synopsis 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.
Price: 88.83 GBP
Location: Aldershot
End Time: 2025-01-03T09:04:50.000Z
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Book Title: Continuous-Time Markov Chains and Applications
Number of Pages: 430 Pages
Language: English
Publication Name: Continuous-Time Markov Chains and Applications: a Two-Time-Scale Approach
Publisher: Springer-Verlag New York Inc.
Publication Year: 2014
Subject: Engineering & Technology, Mathematics, Management
Item Height: 235 mm
Item Weight: 6788 g
Type: Textbook
Author: Qing Zhang, G. George Yin
Subject Area: Data Analysis
Series: Stochastic Modelling and Applied Probability
Item Width: 155 mm
Format: Paperback
