Discrete-Time Markov Chains

Name: Discrete-Time Markov Chains
SKU: 9594578
Price: 261.99 AUD
Availability: InStock

Two-Time-Scale Methods and Applications

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Format:

Paperback / softback

Series:

Stochastic Modelling and Applied Probability

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Description

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.

Release date Australia

November 23rd, 2010

Author

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 2005

Illustrations

XX, 347 p.

Pages

347

Series

Stochastic Modelling and Applied Probability

Dimensions

155x235x19

ISBN-13

9781441919557

Product ID

9594578

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