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Discrete-Time Markov Chains

Two-Time-Scale Methods and Applications

Parametry

Počet stran
368 stránek
Čas čtení
13 hodin

Více o knize

Focusing on two-time-scale Markov chains in discrete time, this book explores their applications in optimization and control across various fields, including manufacturing and finance. It emphasizes designing system models that account for uncertainty in complex systems influenced by jump or switching processes. A key feature is the use of multi-time scales, which allows for reducing complexity through decomposition. The text also addresses challenges in treating nearly decomposable systems and employs singular perturbation methods to analyze these dynamics effectively.

Nákup knihy

Discrete-Time Markov Chains, G. George Yin, Qing Zhang

Jazyk
Rok vydání
2010
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