๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Markov chains and stochastic stability

โœ Scribed by Sean Meyn, Richard L. Tweedie, Peter W. Glynn

Publisher
Cambridge University Press
Year
2009
Tongue
English
Leaves
624
Series
Cambridge Mathematical Library
Edition
2
Category
Library
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โœฆ Synopsis

Meyn & Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

๐Ÿ“œ SIMILAR VOLUMES

Markov Chains and Stochastic Stability
๐Ÿ“ Markov Chains and Stochastic Stability
โœ Sean P. Meyn PhD, Richard L. Tweedie PhD, DSc (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 1993 ๐Ÿ› Springer-Verlag London ๐ŸŒ English

<p><B>Markov Chains and Stochastic Stability</B> is part of the <I>Communications and Control Engineering Series</I> (<I>CCES</I>) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over

Markov chains and stochastic stability
๐Ÿ“ Markov chains and stochastic stability
โœ Sean P. Meyn PhD, Richard L. Tweedie PhD, DSc (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 1993 ๐Ÿ› Springer-Verlag London ๐ŸŒ English

<p><B>Markov Chains and Stochastic Stability</B> is part of the <I>Communications and Control Engineering Series</I> (<I>CCES</I>) edited by Professors B.W. Dickinson, E.D. Sontag, M. Thoma, A. Fettweis, J.L. Massey and J.W. Modestino. The area of Markov chain theory and application has matured over

Markov Chains and Stochastic Stability
๐Ÿ“ Markov Chains and Stochastic Stability
โœ S.P. Meyn ๐Ÿ“‚ Library ๐Ÿ“… 1993 ๐Ÿ› Springer-Verlag New York Inc. ๐ŸŒ English

The area of Markov chain theory and application has matured over the past 20 years. This publication deals with the action of Markov chains on general state spaces. It discusses the theories and the use to be gained, concentrating on the areas of engineering, operations research and control theory.