| 書目名稱 | Modeling, Analysis, Design, and Control of Stochastic Systems | | 編輯 | V.G. Kulkarni | | 視頻video | http://file.papertrans.cn/637/636277/636277.mp4 | | 概述 | This book provides a self-contained review of all the relevant topics in probability theory. | | 叢書名稱 | Springer Texts in Statistics | | 圖書封面 |  | | 描述 | This is an introductory level text on stochastic modeling. It is suited for undergraduate or graduate students in actuarial science, business management, computer science, engineering, operations research, public policy, statistics, and mathematics. It employs a large number of examples to teach how to build stochastic models of physical systems, analyze these models to predict their performance, and use the analysis to design and control them. The book provides a self-contained review of the relevant topics in probability theory. The rest of the book is devoted to important classes of stochastic models. In discrete and continuous time Markov models it covers the transient and long term behavior, cost models, and first passage times. Under generalized Markov models, it covers renewal processes, cumulative processes and semi-Markov processes. All the material is illustrated with many examples. There is a separate chapter on queueing models. In the chapter on design the author shows how the techniques developed in the text can be used to optimize the performance of a system. Finally, in the last chapter, linear programming is used to compute optimal control policies for stochastic sy | | 出版日期 | Textbook 19991st edition | | 關鍵詞 | MATLAB; Markov; Markov model; Markov process; Probability theory; Random variable; Sage; Stochastic model; S | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4757-3098-2 | | isbn_ebook | 978-1-4757-3098-2Series ISSN 1431-875X Series E-ISSN 2197-4136 | | issn_series | 1431-875X | | copyright | Springer-Verlag New York 1999 |
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