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Constructive Computation in Stochastic Models with Applications: The Rg-Factorizations
Hardcover
General MathematicsNetworkingProbability & Statistics
ISBN13: 9783642114915
Publisher: Springer Nature
Published: Mar 30 2010
Pages: 650
Weight: 2.55
Height: 1.50 Width: 6.30 Depth: 9.50
Language: English
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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