Back to Search
Start Over
Constructive Computation in Stochastic Models with Applications : The RG-Factorizations
- Publication Year :
- 2010
-
Abstract
- '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 models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.
- Subjects :
- Markov processes
Stochastic analysis
Constructive mathematics
Subjects
Details
- Language :
- English
- ISBNs :
- 9783642114915 and 9783642114922
- Database :
- eBook Index
- Journal :
- Constructive Computation in Stochastic Models with Applications : The RG-Factorizations
- Publication Type :
- eBook
- Accession number :
- 374057