Constructive Computation in Stochastic Models with Applications The RG-Factorizations /

"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 m...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Li, Quan-Lin (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Edición:1st ed. 2010.
Temas:
Probabilities.
Computer networks .
Mathematical optimization.
Operations research.
Management science.
Industrial engineering.
Production engineering.
Security systems.
Probability Theory.
Computer Communication Networks.
Optimization.
Operations Research, Management Science .
Industrial and Production Engineering.
Security Science and Technology.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

Ejemplares similares