Discrete-Time Markov Chains pdf epub mobi txt 电子书 下载 2024


Discrete-Time Markov Chains

简体网页||繁体网页
Yin, George/ Zhang, Qing
2004-10
368
$ 123.17
9780387219486

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发表于2024-11-08

Discrete-Time Markov Chains epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Discrete-Time Markov Chains epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Discrete-Time Markov Chains pdf epub mobi txt 电子书 下载 2024



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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. 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, and 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.

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