Constructive Computation in Stochastic Models with Applications The RG-Factorization /

"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 m...

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Bibliographic Details
Main Author: Li, Quan-Lin. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
Subjects:
Online Access:http://dx.doi.org/10.1007/978-3-642-11492-2
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505 0 # |a Part I. RG-Factorizations with Motivating Examples -- 1. Stochastic Models -- 2. Block-Structured Markov Chains -- 3. Markov Chains of GI/G/1 Type -- 4. Tailed Analysis -- 5. Markov Chains on Continuous State Space -- 6. Block-Structured Markov Renewal Processes -- 7. The first passage times -- 8. Queueing Applications -- Part II. Performance Computations and Optimization -- 9. Quasi-Stationary Distributions -- 10. Markov Reward Processes -- 11. Sensitivity Analysis -- 12. Block-Structured Markov Decision Processes -- 13. Markov Chains for Evolutionary Games -- Part III. Appendices.-. 
520 # # |a "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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