Continuous-Time Markov Chains and Applications: A Singular Perturbation Approach

✍ Scribed by G. George Yin, Qing Zhang (auth.)

Publisher: Springer New York
Year: 1998
Tongue: English
Leaves: 357
Series: Applications of Mathematics 37
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-xv
Front Matter....Pages 1-1
Introduction and Overview....Pages 3-14
Mathematical Preliminaries....Pages 15-24
Markovian Models....Pages 25-50
Front Matter....Pages 51-51
Asymptotic Expansion: Irreducible Generators....Pages 53-78
Asymptotic Normality and Exponential Bounds....Pages 79-109
Asymptotic Expansion: Weak and Strong Interactions....Pages 111-166
Weak and Strong Interactions: Asymptotic Properties and Ramification....Pages 167-217
Front Matter....Pages 219-219
Markov Decision Problems....Pages 221-242
Stochastic Control of Dynamical Systems....Pages 243-276
Numerical Methods for Control and Optimization....Pages 277-298
Back Matter....Pages 299-351

✦ Subjects

Probability Theory and Stochastic Processes; Calculus of Variations and Optimal Control; Optimization

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