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

>> Amazon.co.jp

このページのQRコード

Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach. 2nd ed. 2013

種類:

電子ブック

責任表示:

by G. George Yin, Qing Zhang

出版情報:

New York, NY : Springer New York : Imprint: Springer, 2013

著者名:

シリーズ名:

Stochastic Modelling and Applied Probability ; 37

ISBN:

9781461443469 [1461443466]

ローカル注記:

学内専用E-BOOKS (local access only)

オンライン

http://dx.doi.org/10.1007/978-1-4614-4346-9

所蔵情報

子書誌情報

タイトルが類似している資料

詳細

主題:

Appl.Mathematics/Computational Methods of Engineering; Calculus of Variations and Optimal Control; Optimization; Mathematics; Operations Research, Management Science; Probability Theory and Stochastic Processes

分類・件名:

DC23 : 519.2
LCSH : Mathematics
LCSH : Mathematical optimization
LCSH : Distribution (Probability theory)
LCSH : Engineering mathematics
FREE : Mathematics
FREE : Probability Theory and Stochastic Processes
FREE : Calculus of Variations and Optimal Control; Optimization
FREE : Operations Research, Management Science
FREE : Appl.Mathematics/Computational Methods of Engineering

形態:

XXI, 427 p. 13 illus : digital

目次情報:

Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries
Markovian models
Two-Time-Scale Markov Chains: Asymptotic Expansions of Solutions for Forward Equations
Occupation Measures: Asymptotic Properties and Ramification
Asymptotic Expansions of Solutions for Backward Equations
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
References
Index.-

Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries
Markovian models
Two-Time-Scale Markov Chains: Asymptotic Expansions of Solutions for Forward Equations
Occupation Measures: Asymptotic Properties and Ramification
Asymptotic Expansions of Solutions for Backward Equations
Applications:MDPs, Near-optimal Controls, Numerical Methods, and LQG with Switching: Markov Decision Problems

続きを見る

書誌ID:

KB00010028

内容紹介

目次情報

類似資料:

1 電子ブック Discrete-Time Markov Chains : Two-Time-Scale Methods and Applications [e-books] Yin, G. George, Zhang, Qing, SpringerLink (Online service) Springer Science+Business Media, Inc.	7 電子ブック The Robust Maximum Principle : Theory and Applications Boltyanski, Vladimir G., Poznyak, Alexander S., SpringerLink (Online service) Springer Science+Business Media, LLC
2 電子ブック Continuous-time Stochastic Control and Optimization with Financial Applications [e-books] Pham, Huyên, SpringerLink (Online service) Springer-Verlag Berlin Heidelberg	8 電子ブック Continuous-Time Markov Jump Linear Systems Costa, Oswaldo L.V., Fragoso, Marcelo D., Todorov, Marcos G., SpringerLink (Online service) Springer Berlin Heidelberg : Imprint: Springer
3 電子ブック An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine Capasso, Vincenzo, Bakstein, David, SpringerLink (Online service) Birkhäuser Boston : Imprint: Birkhäuser	9 電子ブック Nonsmooth Vector Functions and Continuous Optimization Jeyakumar, V., LUC, D.T., SpringerLink (Online service) Springer Science+Business Media, LLC
4 電子ブック An Introduction to Continuous-Time Stochastic Processes : Theory, Models, and Applications to Finance, Biology, and Medicine [e-books] Capasso, Vincenzo, Bakstein, David, SpringerLink (Online service) Birkhäuser Boston	10 電子ブック Continuous-Time Markov Decision Processes : Theory and Applications [e-books] Guo, Xianping, Hernández-Lerma, Onésimo, SpringerLink (Online service) Springer-Verlag Berlin Heidelberg
5 電子ブック Continuous Average Control of Piecewise Deterministic Markov Processes Costa, Oswaldo Luiz do Valle, Dufour, Francois, SpringerLink (Online service) Springer New York : Imprint: Springer	11 電子ブック Wave Propagation and Time Reversal in Randomly Layered Media [e-books] Fouque, Jean-Pierre, Solna, Knut, Papanicolaou, George, Garnier, Josselin, SpringerLink (Online service) Springer Science+Business Media, LLC
6 電子ブック Markov Decision Processes With Their Applications Hu, Qiying, Yue, Wuyi, SpringerLink (Online service) Springer Science+Business Media, LLC	12 電子ブック Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems Zaslavski, Alexander J., SpringerLink (Online service) Springer International Publishing : Imprint: Springer