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Constructive Computation in Stochastic Models with Applications [electronic resource] : The RG-Factorization / by Quan-Lin Li.

By: Li, Quan-Lin [author.].
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookPublisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010Description: Approx. 650 p. 24 illus. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9783642114922.Subject(s): Mathematics | Computer Communication Networks | Operations research | Distribution (Probability theory) | Industrial engineering | System safety | Mathematics | Probability Theory and Stochastic Processes | Operations Research, Mathematical Programming | Industrial and Production Engineering | Computer Communication Networks | Quality Control, Reliability, Safety and RiskDDC classification: 519.2 Online resources: Click here to access online
Contents:
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.
In: Springer eBooksSummary: "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.
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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.

"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.

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