Continuous-Time Markov Chains and Applications - Bookswagon
Home > Science & Mathematics > Mathematics > Optimization > Continuous-Time Markov Chains and Applications
Continuous-Time Markov Chains and Applications

Continuous-Time Markov Chains and Applications


     0     
5
4
3
2
1



Available


About the Book

I Prologue and Preliminaries.- 1 Introduction and Overview.- 1.1 Introduction.- 1.2 A Brief Survey.- 1.3 Outline of the Book.- 2 Mathematical Preliminaries.- 2.1 Introduction.- 2.2 Martingales.- 2.3 Markov Chains.- 2.4 Piecewise-Deterministic Processes.- 2.5 Irreducibility and Quasi-Stationary Distributions.- 2.6 Gaussian Processes and Diffusions.- 2.7 Notes.- 3 Markovian Models.- 3.1 Introduction.- 3.2 Birth and Death Processes.- 3.3 Finite-State Space Models.- 3.4 Stochastic Optimization Problems.- 3.5 Linear Systems with Jump Markov Disturbance.- 3.6 Interpretations of Time-Scale Separation.- 3.7 Notes.- II Singularly Perturbed Markov Chains.- 4 Asymptotic Expansion: Irreducible Generators.- 4.1 Introduction.- 4.2 Asymptotic Expansion.- 4.3 Regular Part of the Expansion.- 4.4 Boundary Layer Correction.- 4.5 Asymptotic Validation.- 4.6 Examples.- 4.7 Two-Time-Scale Expansion.- 4.8 Notes.- 5 Asymptotic Normality and Exponential Bounds.- 5.1 Introduction.- 5.2 Occupation Measure.- 5.3 Exponential Bounds.- 5.4 Asymptotic Normality.- 5.5 Extensions.- 5.6 Notes.- 6 Asymptotic Expansion: Weak and Strong Interactions.- 6.1 Introduction.- 6.2 Chains with Recurrent States.- 6.3 Inclusion of Absorbing States.- 6.4 Inclusion of Transient States.- 6.5 Countable-State Space - Part I.- 6.6 Countable-State Space - Part II.- 6.7 Remarks on Singularly Perturbed Diffusions.- 6.8 Notes.- 7 Weak and Strong Interactions: Asymptotic Properties and Ramification.- 7.1 Introduction.- 7.2 Aggregation of Markov Chains.- 7.3 Exponential Bounds.- 7.4 Asymptotic Normality.- 7.5 Measurable Generators.- 7.6 Notes.- III Control and Numerical Methods.- 8 Markov Decision Problems.- 8.1 Introduction.- 8.2 Problem Formulation.- 8.3 Limit Problem.- 8.4 Asymptotic Optimality.- 8.5 Convergence Rate and Error Bound.- 8.6 Long-Run Average Cost.- 8.7 Computational Procedures.- 8.8 Notes.- 9 Stochastic Control of Dynamical Systems.- 9.1 Introduction.- 9.2 Problem Formulation.- 9.3 Properties of the Value Functions.- 9.4 Asymptotic Optimal Controls.- 9.5 Convergence Rate.- 9.6 Weak Convergence Approach.- 9.7 Notes.- 10 Numerical Methods for Control and Optimization.- 10.1 Introduction.- 10.2 Numerical Methods for Optimal Control.- 10.3 Optimization under Threshold Policy.- 10.4 Notes.- A Appendix.- A.1 Properties of Generators.- A.2 Weak Convergence.- A.3 Relaxed Control.- A.4 Viscosity Solutions of HJB Equations.- A.5 Value Functions and Optimal Controls.- A.6 Miscellany.- References.


Best Sellers



Product Details
  • ISBN-13: 9780387982441
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Height: 239 mm
  • No of Pages: 372
  • Series Title: Applications of Mathematics
  • Weight: 711 gr
  • ISBN-10: 0387982442
  • Publisher Date: 30 Oct 1997
  • Binding: Hardback
  • Language: English
  • Returnable: N
  • Spine Width: 26 mm
  • Width: 159 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Continuous-Time Markov Chains and Applications
Springer -
Continuous-Time Markov Chains and Applications
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Continuous-Time Markov Chains and Applications

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals



    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!