| 000 | 03861nam a22005415i 4500 | ||
|---|---|---|---|
| 001 | 978-1-4614-4346-9 | ||
| 003 | DE-He213 | ||
| 005 | 20140220082815.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 121116s2013 xxu| s |||| 0|eng d | ||
| 020 |
_a9781461443469 _9978-1-4614-4346-9 |
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| 024 | 7 |
_a10.1007/978-1-4614-4346-9 _2doi |
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| 050 | 4 | _aQA273.A1-274.9 | |
| 050 | 4 | _aQA274-274.9 | |
| 072 | 7 |
_aPBT _2bicssc |
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| 072 | 7 |
_aPBWL _2bicssc |
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| 072 | 7 |
_aMAT029000 _2bisacsh |
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| 082 | 0 | 4 |
_a519.2 _223 |
| 100 | 1 |
_aYin, G. George. _eauthor. |
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| 245 | 1 | 0 |
_aContinuous-Time Markov Chains and Applications _h[electronic resource] : _bA Two-Time-Scale Approach / _cby G. George Yin, Qing Zhang. |
| 250 | _aSecond edition. | ||
| 264 | 1 |
_aNew York, NY : _bSpringer New York : _bImprint: Springer, _c2013. |
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| 300 |
_aXXI, 427 p. 13 illus. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 |
_aStochastic Modelling and Applied Probability, _x0172-4568 ; _v37 |
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| 505 | 0 | _aPrologue 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.-. | |
| 520 | _aThis 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, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes. | ||
| 650 | 0 | _aMathematics. | |
| 650 | 0 | _aMathematical optimization. | |
| 650 | 0 | _aDistribution (Probability theory). | |
| 650 | 0 | _aEngineering mathematics. | |
| 650 | 1 | 4 | _aMathematics. |
| 650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
| 650 | 2 | 4 | _aCalculus of Variations and Optimal Control; Optimization. |
| 650 | 2 | 4 | _aOperations Research, Management Science. |
| 650 | 2 | 4 | _aAppl.Mathematics/Computational Methods of Engineering. |
| 700 | 1 |
_aZhang, Qing. _eauthor. |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9781461443452 |
| 830 | 0 |
_aStochastic Modelling and Applied Probability, _x0172-4568 ; _v37 |
|
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-1-4614-4346-9 |
| 912 | _aZDB-2-SMA | ||
| 999 |
_c95117 _d95117 |
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