Coverart for item
The Resource Discrete-time markov chains : two-time-scale methods and applications, by G. George Yin, Qing Zhang, (electronic book)

Discrete-time markov chains : two-time-scale methods and applications, by G. George Yin, Qing Zhang, (electronic book)

Label
Discrete-time markov chains : two-time-scale methods and applications
Title
Discrete-time markov chains
Title remainder
two-time-scale methods and applications
Statement of responsibility
by G. George Yin, Qing Zhang
Creator
Contributor
Subject
Language
eng
Summary
"This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications."--Jacket
Member of
Cataloging source
DE-He213
Characteristic
online system or service
http://library.link/vocab/creatorDate
1954-
http://library.link/vocab/creatorName
Yin, George
Image bit depth
0
http://library.link/vocab/relatedWorkOrContributorDate
1959-
http://library.link/vocab/relatedWorkOrContributorName
Zhang, Qing
Series statement
Stochastic modelling and applied probability
Series volume
55
http://library.link/vocab/subjectName
  • Distribution (Probability theory)
  • Mathematics
  • Operations research
  • Structural control (Engineering)
Label
Discrete-time markov chains : two-time-scale methods and applications, by G. George Yin, Qing Zhang, (electronic book)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Color
not applicable
Contents
Introduction, Overview, and Examples; Mathematical Preliminaries; Asymptotic Expansions; Occupation Measures; Exponential Bounds; Interim Summary and Extensions; Stability of Dynamic Systems; Filtering; Markov Decision Processes; LQ Controls; Mean-Variance Controls; Production Planning; Stochastic Approximation
Dimensions
unknown
File format
multiple file formats
Isbn
9780387268712
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Label
Discrete-time markov chains : two-time-scale methods and applications, by G. George Yin, Qing Zhang, (electronic book)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Color
not applicable
Contents
Introduction, Overview, and Examples; Mathematical Preliminaries; Asymptotic Expansions; Occupation Measures; Exponential Bounds; Interim Summary and Extensions; Stability of Dynamic Systems; Filtering; Markov Decision Processes; LQ Controls; Mean-Variance Controls; Production Planning; Stochastic Approximation
Dimensions
unknown
File format
multiple file formats
Isbn
9780387268712
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote

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