Continuous-Time Markov Chains and Applications A Two-Time-Scale Approach /

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, propert...

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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, 2013.
Edición:2nd ed. 2013.
Colección:Stochastic Modelling and Applied Probability, 37
Temas:
Probabilities.
Mathematical optimization.
Calculus of variations.
Operations research.
Management science.
Engineering mathematics.
Engineering-Data processing.
Probability Theory.
Calculus of Variations and Optimization.
Operations Research, Management Science .
Mathematical and Computational Engineering Applications.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries
  • Markovian models
  • Two-Time-Scale Markov Chains: Asymptotic Expansions of Solutions for Forward Equations
  • Occupation Measures: Asymptotic Properties and Ramification
  • Asymptotic Expansions of Solutions for Backward Equations
  • Applications:MDPs, Near-optimal Controls, Numerical Methods, and LQG with Switching: Markov Decision Problems
  • Stochastic Control of Dynamical Systems
  • Numerical Methods for Control and Optimization
  • Hybrid LQG Problems
  • References
  • Index.-.

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