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The Resource Continuous-time Markov chains and applications : a two-time-scale approach, G. George Yin, Qing Zhang, (electronic book)

Continuous-time Markov chains and applications : a two-time-scale approach, G. George Yin, Qing Zhang, (electronic book)

Label
Continuous-time Markov chains and applications : a two-time-scale approach
Title
Continuous-time Markov chains and applications
Title remainder
a two-time-scale approach
Statement of responsibility
G. George Yin, Qing Zhang
Creator
Contributor
Subject
Language
eng
Summary
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
Member of
Cataloging source
DKDLA
http://library.link/vocab/creatorDate
1954-
http://library.link/vocab/creatorName
Yin, George
Dewey number
519.2/33
Illustrations
illustrations
Index
index present
LC call number
QA274.7
LC item number
.Y56 2013
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1959-
http://library.link/vocab/relatedWorkOrContributorName
Zhang, Qing
Series statement
Stochastic modelling and applied probability,
Series volume
37
http://library.link/vocab/subjectName
  • Markov processes
  • Perturbation (Mathematics)
Label
Continuous-time Markov chains and applications : a two-time-scale approach, G. George Yin, Qing Zhang, (electronic book)
Instantiates
Publication
Note
Printed edition:9781461443452
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Application Example 2: Animal Tracking
  • 2.3
  • Scope and Assumptions
  • 3
  • Background
  • 3.1
  • Detection Mechanisms
  • 3.2
  • Moving Object Databases
  • 3.3
  • Querying Moving Objects Detected by Sensor Networks
  • Query Processing in Sensor Networks
  • 4
  • Generic Model of a Sensor Network
  • 5
  • Point Set Topology for Sensor Networks
  • 6
  • Deriving Predicate Results
  • 6.1
  • Detection Scenarios
  • 6.2
  • 1
  • Predicate Results for Regions
  • 6.3
  • Predicate Results for Zones
  • 6.4
  • Summary.
  • 7
  • Spatio-Temporal Developments
  • 7.1
  • Irregularity of Zones and Concatenation
  • 7.2
  • Introduction
  • A Canonical Collection of Spatio-Temporal Developments
  • 7.3
  • Formal Description of Object Detection Sequences
  • 7.4
  • Detection Terms
  • 8 Spatio-Temporal Query Processing in SN.
  • 8.1
  • Data Structures and Algorithms
  • 8.2
  • Computing Detection Scenarios
  • 2
  • 8.3
  • Centralized data collection.
  • 8.4
  • Distributed data collection
  • 8.5 Impact of Node Failures
  • 9
  • Evaluation
  • 9.1
  • Simulation Configuration
  • 9.2
  • Applications for MOSD
  • Simulation Results
  • 9.3
  • Sun SPOT Case Study
  • 10
  • Conclusions
  • References
  • Energy-Consumption in Sensor Networks
  • A.1
  • Experimental Setup
  • A.2
  • 2.1
  • Results and Analysis
  • A.2.1
  • Impact of Communication on node lifetime
  • A.2.2
  • Energy consumption of sending and receiving
  • A.2.3
  • Impact of energy-aware MAC protocols
  • A.3
  • Lessons Learned
  • Application Example 1: Surveillance
  • 2.2
  • Occupation Measures: Asymptotic Properties and Ramification
  • Asymptotic Expansions of Solutions for Backward Equations
  • Part 3.
  • 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
  • Part 1.
  • Prologue and Preliminaries
  • Introduction and Overview
  • Mathematical Preliminaries
  • Markovian Models
  • Part 2.
  • Two-Time-Scale Markov Chains
  • Asymptotic Expansions of Solutions for Forward Equations
Control code
SPR821030935
Edition
2nd ed.
Extent
1 online resource (xxi, 427 pages)
Form of item
online
Isbn
9781461443452
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4614-4346-9
Other physical details
illustrations.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Continuous-time Markov chains and applications : a two-time-scale approach, G. George Yin, Qing Zhang, (electronic book)
Publication
Note
Printed edition:9781461443452
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Application Example 2: Animal Tracking
  • 2.3
  • Scope and Assumptions
  • 3
  • Background
  • 3.1
  • Detection Mechanisms
  • 3.2
  • Moving Object Databases
  • 3.3
  • Querying Moving Objects Detected by Sensor Networks
  • Query Processing in Sensor Networks
  • 4
  • Generic Model of a Sensor Network
  • 5
  • Point Set Topology for Sensor Networks
  • 6
  • Deriving Predicate Results
  • 6.1
  • Detection Scenarios
  • 6.2
  • 1
  • Predicate Results for Regions
  • 6.3
  • Predicate Results for Zones
  • 6.4
  • Summary.
  • 7
  • Spatio-Temporal Developments
  • 7.1
  • Irregularity of Zones and Concatenation
  • 7.2
  • Introduction
  • A Canonical Collection of Spatio-Temporal Developments
  • 7.3
  • Formal Description of Object Detection Sequences
  • 7.4
  • Detection Terms
  • 8 Spatio-Temporal Query Processing in SN.
  • 8.1
  • Data Structures and Algorithms
  • 8.2
  • Computing Detection Scenarios
  • 2
  • 8.3
  • Centralized data collection.
  • 8.4
  • Distributed data collection
  • 8.5 Impact of Node Failures
  • 9
  • Evaluation
  • 9.1
  • Simulation Configuration
  • 9.2
  • Applications for MOSD
  • Simulation Results
  • 9.3
  • Sun SPOT Case Study
  • 10
  • Conclusions
  • References
  • Energy-Consumption in Sensor Networks
  • A.1
  • Experimental Setup
  • A.2
  • 2.1
  • Results and Analysis
  • A.2.1
  • Impact of Communication on node lifetime
  • A.2.2
  • Energy consumption of sending and receiving
  • A.2.3
  • Impact of energy-aware MAC protocols
  • A.3
  • Lessons Learned
  • Application Example 1: Surveillance
  • 2.2
  • Occupation Measures: Asymptotic Properties and Ramification
  • Asymptotic Expansions of Solutions for Backward Equations
  • Part 3.
  • 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
  • Part 1.
  • Prologue and Preliminaries
  • Introduction and Overview
  • Mathematical Preliminaries
  • Markovian Models
  • Part 2.
  • Two-Time-Scale Markov Chains
  • Asymptotic Expansions of Solutions for Forward Equations
Control code
SPR821030935
Edition
2nd ed.
Extent
1 online resource (xxi, 427 pages)
Form of item
online
Isbn
9781461443452
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4614-4346-9
Other physical details
illustrations.
Reproduction note
Electronic resource.
Specific material designation
remote

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