Constructive Computation in Stochastic Models with Applications [recurso electrónico] : The RG-Factorization / by Quan-Lin Li.
Tipo de material: TextoEditor: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010Descripción: Approx. 650 p. 24 illus. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783642114922Tema(s): Mathematics | Computer Communication Networks | Operations research | Distribution (Probability theory) | Industrial engineering | System safety | Mathematics | Probability Theory and Stochastic Processes | Operations Research, Mathematical Programming | Industrial and Production Engineering | Computer Communication Networks | Quality Control, Reliability, Safety and RiskFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 519.2 Clasificación LoC:QA273.A1-274.9QA274-274.9Recursos en línea: Libro electrónicoTipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
---|---|---|---|---|---|---|---|
Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | QA273 .A1-274.9 (Browse shelf(Abre debajo)) | 1 | No para préstamo | 374026-2001 |
Navegando Biblioteca Electrónica Estantes, Código de colección: Colección de Libros Electrónicos Cerrar el navegador de estanterías (Oculta el navegador de estanterías)
QA273 .A1-274.9 Option Prices as Probabilities | QA273 .A1-274.9 Stochastic Differential Equations | QA273 .A1-274.9 The Poisson-Dirichlet Distribution and Related Topics | QA273 .A1-274.9 Constructive Computation in Stochastic Models with Applications | QA273 .A1-274.9 Quantitative Sociodynamics | QA273 .A1-274.9 Numerical Solution of Stochastic Differential Equations with Jumps in Finance | QA273 .A1-274.9 Lévy Matters I |
Stochastic Models -- Block-Structured Markov Chains -- Markov Chains of GI/G/1 Type -- Asymptotic Analysis -- Markov Chains on Continuous State Space -- Block-Structured Markov Renewal Processes -- Examples of Practical Applications -- Transient Solution -- Quasi-Stationary Distributions -- Markov Reward Processes -- Sensitivity Analysis and Evolutionary Games.
"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a unified, constructive and algorithmic framework for numerical computation of many practical stochastic systems. It summarizes recent important advances in computational study of stochastic models from several crucial directions, such as stationary computation, transient solution, asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduate students, researchers and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable. Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.
19