Continuous-Time Markov Chains and Applications A Two-Time-Scale Approach /

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, propert...

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Bibliographic Details
Main Authors: Yin, G. George. (Author), Zhang, Qing. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2013.
Edition:Second edition.
Series:Stochastic Modelling and Applied Probability, 37
Subjects:
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-4346-9