Discrete-Time Markov Chains Two-Time-Scale Methods and Applications /

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 communicatio...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Yin, G. George (Autor), Zhang, Qing (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Stochastic Modelling and Applied Probability, 55
Temas:
Probabilities.
Control engineering.
Robotics.
Automation.
Operations research.
Mathematics.
Probability Theory.
Control, Robotics, Automation.
Operations Research and Decision Theory.
Applications of Mathematics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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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