This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes. Ourmainconcernistoreducetheinherentsystemcompl- ity. Although each of the applications has its own distinct characteristics, all of them are closely related through the modeling of uncertainty due to jump or switching random processes. Oneofthesalientfeaturesofthisbookistheuseofmulti-timescalesin Markovprocessesandtheirapplications. Intuitively,notallpartsorcom- nents of a large-scale system evolve at the same rate. Some of them change rapidly and others vary slowly. The di?erent rates of variations allow us to reduce complexity via decomposition and aggregation. It would be ideal if we could divide a large system into its smallest irreducible subsystems completely separable from one another and treat each subsystem indep- dently. However, this is often infeasible in reality due to various physical constraints and other considerations. Thus, we have to deal with situations in which the systems are only nearly decomposable in the sense that there are weak links among the irreducible subsystems, which dictate the oc- sional regime changes of the system. An e?ective way to treat such near decomposability is time-scale separation. That is, we set up the systems as if there were two time scales, fast vs. slow. xii Preface Followingthetime-scaleseparation,weusesingularperturbationmeth- ology to treat the underlying systems.

This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications. Скачать (djvu, . 4 Mb) Читать.

This book focuses on the theory and applications of discrete-time two-time-scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity.

Электронная книга "Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications", G. George Yin, Qing Zhang. Эту книгу можно прочитать в Google Play Книгах на компьютере, а также на устройствах Android и iOS. Выделяйте текст, добавляйте закладки и делайте заметки, скачав книгу "Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications" для чтения в офлайн-режиме.

This book focuses on two-time-scale Markov chains in discrete time. Authors: Yin, George, Zhang, Qing. eBook 64,99 €. price for Russian Federation (gross). Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing. ISBN 978-0-387-26871-2. Digitally watermarked, DRM-free. Included format: PDF.

A singular perturbation approach. which appeared 1998. Michael Högele, zbMATH, Vol. 1277, 2014). The book is devoted to a study of continuous time singularly perturbed (SP) Markov chains and their applications in problems of control and optimization.

Discrete-time Markov chains are the basic building blocks for understanding random dynamic phenomena, in preparation for more complex situations . 1. Discrete-Time Markov Chains. George Yin . eorge Yin. Published by Springer. fill an important niche in the literature on singularly perturbed Markov chains. the book will be useful to applied probabilities and engineers who deal with such systems. G. George Yin, Qing Zhang

This book focuses on two-time-scale Markov chains in discrete time. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes.

Continuous-Time Markov Decision Processes: Theory and Applications (Stochastic Modelling and Applied Probability) . Report "Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability)".

Дата издания: 2005 Серия: Stochastic Modelling and Applied Probability Иллюстрации: 1, black & white illustrations Размер: 156 x 234 x 22 Читательская.

Discrete-Time Markov Chains, Two-Time-Scale Methods and Applications Yin . eorge, Zhang Qing Springer 9780387219486 : This book focuses on the theory and applications of discrete-time two-ti. Дата издания: 2005 Серия: Stochastic Modelling and Applied Probability Иллюстрации: 1, black & white illustrations Размер: 156 x 234 x 22 Читательская аудитория: Professional & vocational Подзаголовок: Two-time-scale methods and applications Рейтинг: Поставляется из: Германии Описание: This book focuses on the theory and applications of discrete-time two-time-scale Markov chains.

Continuous-time Markov Chains and Applications: A Singular Perturbations Approach. This book presents the twin topics of singular perturbation methods and time scale analysis to problems in systems and control. Yin G. Zhang Q. Two-scale stochastic systems. Asymptotic analysis and control. The heart of the book is the singularly perturbed optimal control systems, which are notorious for demanding excessive computational costs. The book addresses both continuous control systems (described by differential equations) and discrete control systems (characterised by difference equations).

Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach. Yin, . Zhang, Q. and Badowski, G. (2000). Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. Recommend this journal.