ENGLISH

Constructive Computation in Stochastic Models with Applications: The RG-Factorizations

By Quan-Lin Li

Book information

Publisher
Springer
Year
2010
ISBN
3642114911, 9783642114915
Language
english
Format
PDF
Filesize
3 MB (3470927 bytes)
Edition
1st Edition.
Pages
694\694
Time added
2011-06-04 13:46:07

Description

"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.

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