Continuous Time Markov Chains and Applications is popular PDF and ePub book, written by G. George Yin in 2012-11-14, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Continuous Time Markov Chains and Applications can be Read Online from any device for your convenience.
Continuous Time Markov Chains and Applications Book PDF Summary
This 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.
Detail Book of Continuous Time Markov Chains and Applications PDF
- Author : G. George Yin
- Release : 14 November 2012
- Publisher : Springer Science & Business Media
- ISBN : 9781461443469
- Genre : Mathematics
- Total Page : 442 pages
- Language : English
- PDF File Size : 13,7 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Continuous Time Markov Chains and Applications by G. George Yin, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.