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" Constructive computation in stochastic models with applications : "
Quan-Lin Li.
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BL
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| Record Number
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983359
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b737729
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| Main Entry
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Li, Quan-Lin.
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| Title & Author
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Constructive computation in stochastic models with applications : : the RG-factorization /\ Quan-Lin Li.
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| Publication Statement
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Beijing :: Tsinghua University Press ;Heidelberg ;New York :: Springer,, ©2010.
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| Page. NO
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1 online resource (xiv, 672 pages) :: illustrations
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| ISBN
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3642114911
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: 364211492X
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: 7302215014
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: 9783642114915
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: 9783642114922
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: 9787302215011
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9783642114915
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9787302215011
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Stochastic Models -- Block-Structured Markov Chains -- Markov Chains of GI/G/1 Type -- Asymptotic Analysis -- Markov Chains on Continuous State Space -- Block-Structured Markov Renewal Processes -- Examples of Practical Applications -- Transient Solution -- Quasi-Stationary Distributions -- Markov Reward Processes -- Sensitivity Analysis and Evolutionary Games.
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| Abstract
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"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.
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| Subject
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Stochastic models.
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Stochastic processes.
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SCIENCE-- System Theory.
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Stochastic models.
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Stochastic processes.
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| Dewey Classification
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519
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| LC Classification
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QA274.L5 2010
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