A First Course in Stochastic Models

✍ Scribed by Henk C. Tijms

• Publisher: Wiley
• Year: 2003
• Tongue: English
• Leaves: 482
• Category: Library

✦ Synopsis

This was the assigned text for an upper-level graduate course I took in Advanced Operations Research. My classmates and I despised it. It's disjointed, inconsistent, with unilluminating, half-worked examples (when there are any examples at all). Even the PhD candidates denounced it as unreadable. All of us wound up buying alternative texts to get through the course, and so will you if you waste your money on this book. Grade = NO STARS!

✦ Table of Contents

Cover Page......Page 1
Title Page......Page 2
Copyright 2003 John Wiley & Sons Ltd......Page 3
3 Discrete-Time Markov Chains......Page 4
5 Markov Chains and Queues......Page 5
9 Algorithmic Analysis of Queueing Models......Page 6
Index......Page 7
Preface......Page 8
1 The Poisson Process and Related Processes......Page 9
2 Renewal-Reward Processes......Page 41
3 Discrete-Time Markov Chains......Page 88
4 Continuous-Time Markov Chains......Page 147
5 Markov Chains and Queues......Page 193
6 Discrete-Time Markov Decision Processes......Page 239
7 Semi-Markov Decision Processes......Page 284
8 Advanced Renewal Theory......Page 311
9 Algorithmic Analysis of Queueing Models......Page 343
Appendix A. Useful Tools in Applied Probability......Page 435
Appendix B. Useful Probability Distributions......Page 444
Appendix C. Generating Functions......Page 453
Appendix D. The Discrete Fast Fourier Transform......Page 459
Appendix E. Laplace Transform Theory......Page 462
Appendix F. Numerical Laplace Inversion......Page 466
Appendix G. The Root-Finding Problem......Page 474
References......Page 478
Index......Page 479