Continuous-time Markov chains and applications : a singular perturbation approach
著者
書誌事項
Continuous-time Markov chains and applications : a singular perturbation approach
(Applications of mathematics, 37)
Springer, c1998
大学図書館所蔵 全58件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references (p. [333]-345) and index
内容説明・目次
内容説明
Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.
目次
Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries. Markovian models.- Singularly perturbed Markov chains: Asymptotic expansion: Irreducible generators. Asymptotic normality and exponential bounds. Asymptotic expansion: Weak and strong interactions. Weak and strong interactions: Asymptotic properties and ramification.- Optimizations and numerical methods: Markov decision problems. Stochastic control of dynamical systems. Numerical methods for control and optimization.
「Nielsen BookData」 より