Discrete Time Markov Chains
Download and Read Discrete Time Markov Chains full books in PDF, ePUB, and Kindle. Read online free Discrete Time Markov Chains ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Discrete-Time Markov Chains
Author | : George Yin |
Publisher | : Springer Science & Business Media |
Total Pages | : 372 |
Release | : 2005 |
Genre | : Business & Economics |
ISBN | : 9780387219486 |
Download Discrete-Time Markov Chains Book in PDF, Epub and Kindle
Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. 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.
Discrete-Time Markov Chains Related Books
Pages: 372
Pages: 354
Pages: 456
Pages: 213
Pages: 713