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Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability) - G. George Yin
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G. George Yin:

Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability) - Taschenbuch

ISBN: 1441919554

[SR: 8975813], Paperback, [EAN: 9781441919557], Springer New York, Springer New York, Book, [PU: Springer New York], Springer New York, This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existi...., 268296, Operational Research, 268290, Management, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books, 278166, Automatic Control, 278160, Electronics Engineering, 278141, Electronics & Communications Engineering, 278115, Engineering & Technology, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278168, Robotics, 278141, Electronics & Communications Engineering, 278115, Engineering & Technology, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278329, Applied Mathematics, 922530, Mathematical Modelling, 278335, Mathematics for Scientists & Engineers, 278419, Physics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278385, Probability & Statistics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 571046, Electronics & Telecommunications Engineering, 564346, Engineering, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books, 570878, Statistics & Probability, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books

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Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability) - G. George Yin
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G. George Yin:

Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability) - Taschenbuch

ISBN: 1441919554

[SR: 8975813], Paperback, [EAN: 9781441919557], Springer New York, Springer New York, Book, [PU: Springer New York], Springer New York, This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existi...., 268296, Operational Research, 268290, Management, 68, Business, Finance & Law, 1025612, Subjects, 266239, Books, 278166, Automatic Control, 278160, Electronics Engineering, 278141, Electronics & Communications Engineering, 278115, Engineering & Technology, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278168, Robotics, 278141, Electronics & Communications Engineering, 278115, Engineering & Technology, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278329, Applied Mathematics, 922530, Mathematical Modelling, 278335, Mathematics for Scientists & Engineers, 278419, Physics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 278385, Probability & Statistics, 278320, Mathematics, 57, Science & Nature, 1025612, Subjects, 266239, Books, 922942, Maths, 922868, Popular Science, 57, Science & Nature, 1025612, Subjects, 266239, Books, 571046, Electronics & Telecommunications Engineering, 564346, Engineering, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books, 570878, Statistics & Probability, 570874, Applied Mathematics, 564352, Mathematics, 564334, Scientific, Technical & Medical, 1025612, Subjects, 266239, Books

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Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications - G. George Yin, Qing Zhang
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ISBN: 9781441919557

ID: 978144191955

This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications. G. George Yin, Qing Zhang, Books, Science and Nature, Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications Books>Science and Nature, Springer New York

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Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications - George Yin
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Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications Discrete-Time-Markov-Chains~~G-George-Yin Science/Tech>Statistics & Probability>Statistics & Probability Paperback, Springer New York

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Discrete-Time Markov Chains
Autor:

Yin, G. George; Zhang, Qing

Titel:

Discrete-Time Markov Chains

ISBN-Nummer:

1441919554

This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.

Detailangaben zum Buch - Discrete-Time Markov Chains


EAN (ISBN-13): 9781441919557
ISBN (ISBN-10): 1441919554
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2010
Herausgeber: Springer-Verlag GmbH
368 Seiten
Gewicht: 0,556 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 02.11.2010 10:55:07
Buch zuletzt gefunden am 11.07.2016 13:36:16
ISBN/EAN: 1441919554

ISBN - alternative Schreibweisen:
1-4419-1955-4, 978-1-4419-1955-7

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