Format:
Online-Ressource (Approx. 650 p. 24 illus, digital)
ISBN:
9783642114922
,
128307625X
,
9781283076258
Series Statement:
SpringerLink
Content:
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.
Content:
"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.
Note:
Includes bibliographical references and index
Additional Edition:
ISBN 9783642114915
Additional Edition:
Buchausg. u.d.T. Li, Quan-Lin Constructive computation in stochastic models with applications Heidelberg : Springer, 2010 ISBN 9783642114915
Language:
English
Subjects:
Mathematics
Keywords:
Stochastisches Modell
;
Numerisches Verfahren
;
Stochastisches Modell
;
Numerisches Verfahren
DOI:
10.1007/978-3-642-11492-2
URL:
Volltext
(lizenzpflichtig)
URL:
Volltext
(lizenzpflichtig)
Author information:
Li, Quan-Lin
