| 書目名稱 | Discrete-Time Markov Chains |
| 副標(biāo)題 | Two-Time-Scale Metho |
| 編輯 | G. George Yin,Qing Zhang |
| 視頻video | http://file.papertrans.cn/282/281197/281197.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | Stochastic Modelling and Applied Probability |
| 圖書封面 |  |
| 描述 | This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes. Ourmainconcernistoreducetheinherentsystemcompl- ity. Although each of the applications has its own distinct characteristics, all of them are closely related through the modeling of uncertainty due to jump or switching random processes. Oneofthesalientfeaturesofthisbookistheuseofmulti-timescalesin Markovprocessesandtheirapplications. Intuitively,notallpartsorcom- nents of a large-scale system evolve at the same rate. Some of them change rapidly and others vary slowly. The di?erent rates of variations allow us to reduce complexity via decomposition and aggregation. It would be ideal if we could divide a large system into its smallest irreducible subsystems completely separable from one another and treat each subsystem indep- dently. However |
| 出版日期 | Book 2005 |
| 關(guān)鍵詞 | Markov Chain; Markov Chains; Measure; Stochastic Approximation; Stochastic Processes; algorithms; operatio |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b138226 |
| isbn_softcover | 978-1-4419-1955-7 |
| isbn_ebook | 978-0-387-26871-2Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag New York 2005 |
|Archiver|手機(jī)版|小黑屋|
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