Markov Models and Optimization
โ Mark H. A. Davis (auth.)
๐ Library
๐
1993
๐ Springer US
๐ English
โฆ LIBER โฆ
๐
Markov Models & Optimization
โ Scribed by M.H.A. Davis
- Publisher
- Chapman & Hall/CRC
- Year
- 2018
- Tongue
- English
- Leaves
- 317
- Series
- Monographs on Statistics and Applied Probability
- Edition
- First edition
- Category
- Library
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โฆ Synopsis
This text presents a new approach to problems of evaluating and optimizing the performance of continuous-time stochastic systems. This approach is based on the use of a family of Markov processes called piecewise-deterministic processes (PDPs) as a general class of stochastic system models. A PDP is a Markov process that follows deterministic trajectories between random jumps, the latter occurring either spontaneously, in a Poisson-like fashion, or when the process hits the boundary of its state space.
โฆ Subjects
Probabilities
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