Continuous time Markov processes — Scriptorium Liberum

Continuous Time Markov Processes

✍ Thomas M. Liggett 📂 Library 📅 2010 🏛 American Mathematical Society 🌐 English

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical example--one-dimensional B

Continuous Time Markov Processes

📁 Continuous Time Markov Processes

✍ Thomas M. Liggett 📂 Library 📅 2010 🏛 American Mathematical Society 🌐 English

Markov processes are among the most important stochastic processes for both theory and applications. This book develops the general theory of these processes and applies this theory to various special examples. The initial chapter is devoted to the most important classical example--one-dimensional B

Continuous-Time Markov Decision Processe

📁 Continuous-Time Markov Decision Processes

✍ Alexey Piunovskiy, Yi Zhang 📂 Library 📅 2020 🏛 Springer 🌐 English

This book offers a systematic and rigorous treatment of continuous-time Markov decision processes, covering both theory and possible applications to queueing systems, epidemiology, finance, and other fields. Unlike most books on the subject, much attention is paid to problems with functional constra

Continuous-Time Markov Decision Processe

📁 Continuous-Time Markov Decision Processes: Theory and Applications

✍ Xianping Guo, Onésimo Hernández-Lerma (auth.) 📂 Library 📅 2009 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p><P>Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of po

Continuous semi-Markov processes

📁 Continuous semi-Markov processes

✍ Boris Harlamov 📂 Library 📅 2008 🏛 Wiley 🌐 English

This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong M

Continuous Semi-Markov Processes (Applie

📁 Continuous Semi-Markov Processes (Applied Stochastic Methods)

✍ Boris Harlamov 📂 Library 📅 2008 🏛 Wiley-ISTE 🌐 English

This title considers the special of random processes known as semi-Markov processes. These possess the Markov property with respect to any intrinsic Markov time such as the first exit time from an open set or a finite iteration of these times. The class of semi-Markov processes includes strong M