Continuous-time Markov chains and applications: a two-time-scale approach
This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in...
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| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY [u.a.]
Springer
2013
|
| Ausgabe: | 2. ed. |
| Schriftenreihe: | Stochastic modelling and applied probability
37 |
| Schlagworte: | |
| Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Inhaltsverzeichnis Abstract |
| Zusammenfassung: | This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in Markov chains and singular perturbations that are scattered throughout the literature. It presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. The emphasis is on Markov chains with weak and strong interactions and structural properties. Much of the content is an outgrowth of the authors' recent research. Some of the results have not appeared elsewhere. This book will be an important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimization. |
| Beschreibung: | 1 Online-Ressource (XXI, 427 S.) |
| ISBN: | 9781461443452 9781461443469 |
| DOI: | 10.1007/978-1-4614-4346-9 |
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| 520 | 3 | |a This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in Markov chains and singular perturbations that are scattered throughout the literature. It presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. The emphasis is on Markov chains with weak and strong interactions and structural properties. Much of the content is an outgrowth of the authors' recent research. Some of the results have not appeared elsewhere. This book will be an important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimization. | |
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Datensatz im Suchindex
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|---|---|
| adam_text | CONTINUOUS-TIME MARKOV CHAINS AND APPLICATIONS
/ YIN, G. GEORGE
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
PROLOGUE AND PRELIMINARIES: INTRODUCTION AND OVERVIEW- MATHEMATICAL
PRELIMINARIES
MARKOVIAN MODELS
TWO-TIME-SCALE MARKOV CHAINS: ASYMPTOTIC EXPANSIONS OF SOLUTIONS FOR
FORWARD EQUATIONS
OCCUPATION MEASURES: ASYMPTOTIC PROPERTIES AND RAMIFICATION
ASYMPTOTIC EXPANSIONS OF SOLUTIONS FOR BACKWARD EQUATIONS
APPLICATIONS:MDPS, NEAR-OPTIMAL CONTROLS, NUMERICAL METHODS, AND LQG
WITH SWITCHING: MARKOV DECISION PROBLEMS
STOCHASTIC CONTROL OF DYNAMICAL SYSTEMS
NUMERICAL METHODS FOR CONTROL AND OPTIMIZATION
HYBRID LQG PROBLEMS
REFERENCES
INDEX.-
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
CONTINUOUS-TIME MARKOV CHAINS AND APPLICATIONS
/ YIN, G. GEORGE
: 2013
ABSTRACT / INHALTSTEXT
THIS BOOK GIVES A SYSTEMATIC TREATMENT OF SINGULARLY PERTURBED SYSTEMS
THAT NATURALLY ARISE IN CONTROL AND OPTIMIZATION, QUEUEING NETWORKS,
MANUFACTURING SYSTEMS, AND FINANCIAL ENGINEERING. IT PRESENTS RESULTS ON
ASYMPTOTIC EXPANSIONS OF SOLUTIONS OF KOMOGOROV FORWARD AND BACKWARD
EQUATIONS, PROPERTIES OF FUNCTIONAL OCCUPATION MEASURES, EXPONENTIAL
UPPER BOUNDS, AND FUNCTIONAL LIMIT RESULTS FOR MARKOV CHAINS WITH WEAK
AND STRONG INTERACTIONS. TO BRIDGE THE GAP BETWEEN THEORY AND
APPLICATIONS, A LARGE PORTION OF THE BOOK IS DEVOTED TO APPLICATIONS
IN CONTROLLED DYNAMIC SYSTEMS, PRODUCTION PLANNING, AND NUMERICAL
METHODS FOR CONTROLLED MARKOVIAN SYSTEMS WITH LARGE-SCALE AND COMPLEX
STRUCTURES IN THE REAL-WORLD PROBLEMS. THIS SECOND EDITION HAS BEEN
UPDATED THROUGHOUT AND INCLUDES TWO NEW CHAPTERS ON ASYMPTOTIC
EXPANSIONS OF SOLUTIONS FOR BACKWARD EQUATIONS AND HYBRID LQG PROBLEMS.
THE CHAPTERS ON ANALYTIC AND PROBABILISTIC PROPERTIES OF TWO-TIME-SCALE
MARKOV CHAINS HAVE BEEN ALMOST COMPLETELY REWRITTEN AND THE NOTATION HAS
BEEN STREAMLINED AND SIMPLIFIED. THIS BOOK IS WRITTEN FOR APPLIED
MATHEMATICIANS, ENGINEERS, OPERATIONS RESEARCHERS, AND APPLIED
SCIENTISTS. SELECTED MATERIAL FROM THE BOOK CAN ALSO BE USED FOR A ONE
SEMESTER ADVANCED GRADUATE-LEVEL COURSE IN APPLIED PROBABILITY AND
STOCHASTIC PROCESSES
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Yin, George 1954- Zhang, Qing 1959- |
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| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4614-4346-9 |
| edition | 2. ed. |
| format | Electronic eBook |
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| spelling | Yin, George 1954- Verfasser (DE-588)115596798 aut Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang 2. ed. New York, NY [u.a.] Springer 2013 1 Online-Ressource (XXI, 427 S.) txt rdacontent c rdamedia cr rdacarrier Stochastic modelling and applied probability 37 This book discusses continuous-time Markov chains and applications. Using a singular perturbation approach, it presents a systematic treatment of singularly perturbed systems that naturally arise in queueing theory, control and optimization, and manufacturing systems. It gathers a number of ideas in Markov chains and singular perturbations that are scattered throughout the literature. It presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. The emphasis is on Markov chains with weak and strong interactions and structural properties. Much of the content is an outgrowth of the authors' recent research. Some of the results have not appeared elsewhere. This book will be an important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimization. Controleleer gtt Markov-processen gtt Markov processes Perturbation (Mathematics) Singuläre Störung (DE-588)4055100-3 gnd rswk-swf Markov-Kette mit stetiger Zeit (DE-588)4272650-5 gnd rswk-swf Markov-Kette mit stetiger Zeit (DE-588)4272650-5 s Singuläre Störung (DE-588)4055100-3 s DE-604 Zhang, Qing 1959- Verfasser (DE-588)172907985 aut Stochastic modelling and applied probability 37 (DE-604)BV035421331 37 https://doi.org/10.1007/978-1-4614-4346-9 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025709028&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025709028&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Abstract |
| spellingShingle | Yin, George 1954- Zhang, Qing 1959- Continuous-time Markov chains and applications a two-time-scale approach Stochastic modelling and applied probability Controleleer gtt Markov-processen gtt Markov processes Perturbation (Mathematics) Singuläre Störung (DE-588)4055100-3 gnd Markov-Kette mit stetiger Zeit (DE-588)4272650-5 gnd |
| subject_GND | (DE-588)4055100-3 (DE-588)4272650-5 |
| title | Continuous-time Markov chains and applications a two-time-scale approach |
| title_auth | Continuous-time Markov chains and applications a two-time-scale approach |
| title_exact_search | Continuous-time Markov chains and applications a two-time-scale approach |
| title_full | Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang |
| title_fullStr | Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang |
| title_full_unstemmed | Continuous-time Markov chains and applications a two-time-scale approach G. George Yin ; Qing Zhang |
| title_short | Continuous-time Markov chains and applications |
| title_sort | continuous time markov chains and applications a two time scale approach |
| title_sub | a two-time-scale approach |
| topic | Controleleer gtt Markov-processen gtt Markov processes Perturbation (Mathematics) Singuläre Störung (DE-588)4055100-3 gnd Markov-Kette mit stetiger Zeit (DE-588)4272650-5 gnd |
| topic_facet | Controleleer Markov-processen Markov processes Perturbation (Mathematics) Singuläre Störung Markov-Kette mit stetiger Zeit |
| url | https://doi.org/10.1007/978-1-4614-4346-9 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025709028&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025709028&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV035421331 |
| work_keys_str_mv | AT yingeorge continuoustimemarkovchainsandapplicationsatwotimescaleapproach AT zhangqing continuoustimemarkovchainsandapplicationsatwotimescaleapproach |