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

• Main Author: Li, Quan-Lin. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Subjects: Mathematics.; Computer Communication Networks.; Operations research.; Distribution (Probability theory).; Industrial engineering.; System safety.; Probability Theory and Stochastic Processes.; Operations Research, Mathematical Programming.; Industrial and Production Engineering.; Quality Control, Reliability, Safety and Risk.
• Online Access: http://dx.doi.org/10.1007/978-3-642-11492-2

"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...

Table of Contents:

• 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.-.