Continuous-Time Markov Chains and Applications A Singular Perturbation Approach

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  • Engels
  • Hardcover
  • 9780387982441
  • 30 oktober 1997
  • 349 pagina's
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Samenvatting

Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.

Productspecificaties

Inhoud

Taal
en
Bindwijze
Hardcover
Oorspronkelijke releasedatum
30 oktober 1997
Aantal pagina's
349
Illustraties
Nee

Betrokkenen

Hoofdauteur
George Yin
Tweede Auteur
Qing Zhang
Co Auteur
G. George Yin

Overige kenmerken

Editie
New title
Extra groot lettertype
Nee
Studieboek
Nee
Verpakking breedte
165 mm
Verpakking hoogte
25 mm
Verpakking lengte
248 mm
Verpakkingsgewicht
703 g

EAN

EAN
9780387982441

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