Discrete-Time Markov Chains 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Yin, George/ Zhang, Qing 作者

译者

2004-10 出版日期

368 页数

$ 123.17 价格

丛书系列

9780387219486 图书编码

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Discrete-Time Markov Chains 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Discrete-Time Markov Chains 在线电子书图书描述

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.

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