Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications
 |
|
Описание:
This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. 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.Похожие книги
 | Advances in Applied Mechanics Автор: Aref Hassan, van der Giessen E., ScienceDirect (Online service) Год: 2004 |
| Applied Artificial Intelligence Автор: Da Duan, Paolo F Fantoni, Martine De Cock, Mike Nachtegael, Etienne E Kerre Год: 2006 |
 | Introductory Applied Quantum and Statistical Mechanics Автор: Peter L. Hagelstein Год: 2004 |
 | The Handbook of Applied Linguistics Автор: Alan Davies Год: 2005 |
 | Applied English Phonology Автор: Mehmet Yavas Год: 2005 |