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Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications
Yin, G. George; Zhang, Qing
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Description for Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications
paperback. Series: Stochastic Modelling and Applied Probability. Num Pages: 367 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 19. Weight in Grams: 563.
This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes. Ourmainconcernistoreducetheinherentsystemcompl- ity. Although each of the applications has its own distinct characteristics, all of them are closely related through the modeling of uncertainty due to jump or switching random processes. Oneofthesalientfeaturesofthisbookistheuseofmulti-timescalesin Markovprocessesandtheirapplications. Intuitively,notallpartsorcom- nents of a large-scale system evolve ... Read more
This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes. Ourmainconcernistoreducetheinherentsystemcompl- ity. Although each of the applications has its own distinct characteristics, all of them are closely related through the modeling of uncertainty due to jump or switching random processes. Oneofthesalientfeaturesofthisbookistheuseofmulti-timescalesin Markovprocessesandtheirapplications. Intuitively,notallpartsorcom- nents of a large-scale system evolve ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer United States
Number of pages
367
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
347
Place of Publication
New York, NY, United States
ISBN
9781441919557
SKU
V9781441919557
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications
From the reviews: "Discrete-time Markov chains are the basic building blocks for understanding random dynamic phenomena, in preparation for more complex situations. … the book is a research monograph based largely on the author’s own work. … The book does … fill an important niche in the literature on singularly perturbed Markov chains. … the ... Read more