Ebook: Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach
Author: G. George Yin Qing Zhang (auth.)
- Tags: Probability Theory and Stochastic Processes, Calculus of Variations and Optimal Control, Optimization
- Series: Applications of Mathematics 37
- Year: 1998
- Publisher: Springer New York
- Language: English
- pdf
Content:
Front Matter....Pages i-xv
Front Matter....Pages 1-1
Introduction and Overview....Pages 3-14
Mathematical Preliminaries....Pages 15-24
Markovian Models....Pages 25-50
Front Matter....Pages 51-51
Asymptotic Expansion: Irreducible Generators....Pages 53-78
Asymptotic Normality and Exponential Bounds....Pages 79-109
Asymptotic Expansion: Weak and Strong Interactions....Pages 111-166
Weak and Strong Interactions: Asymptotic Properties and Ramification....Pages 167-217
Front Matter....Pages 219-219
Markov Decision Problems....Pages 221-242
Stochastic Control of Dynamical Systems....Pages 243-276
Numerical Methods for Control and Optimization....Pages 277-298
Back Matter....Pages 299-351
Content:
Front Matter....Pages i-xv
Front Matter....Pages 1-1
Introduction and Overview....Pages 3-14
Mathematical Preliminaries....Pages 15-24
Markovian Models....Pages 25-50
Front Matter....Pages 51-51
Asymptotic Expansion: Irreducible Generators....Pages 53-78
Asymptotic Normality and Exponential Bounds....Pages 79-109
Asymptotic Expansion: Weak and Strong Interactions....Pages 111-166
Weak and Strong Interactions: Asymptotic Properties and Ramification....Pages 167-217
Front Matter....Pages 219-219
Markov Decision Problems....Pages 221-242
Stochastic Control of Dynamical Systems....Pages 243-276
Numerical Methods for Control and Optimization....Pages 277-298
Back Matter....Pages 299-351
....
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