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Li, Quanlin
Constructive computation in stochastic models with applications : The RG-Factorizations / Quan-Lin Li. - New York : Springer, 2009. - xiv, 672 p. ; 25 cm.
License restrictions may limit access.
Annotation "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.
Scholarly & Professional Springer
9783642114915 9787302215011
Stochastic processes.
Stochastic models.
Mathematics.
Operations research
System safety
Distribution (Probability theory)
Industrial engineering
Mathematical optimization.
QA267 / L652
003.76 / L652
Constructive computation in stochastic models with applications : The RG-Factorizations / Quan-Lin Li. - New York : Springer, 2009. - xiv, 672 p. ; 25 cm.
License restrictions may limit access.
Annotation "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.
Scholarly & Professional Springer
9783642114915 9787302215011
Stochastic processes.
Stochastic models.
Mathematics.
Operations research
System safety
Distribution (Probability theory)
Industrial engineering
Mathematical optimization.
QA267 / L652
003.76 / L652