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Constructive Computation in Stochastic Models with Applications

Name: Constructive Computation in Stochastic Models with Applications
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01655395
Price: 176.91 EUR
Availability: InStock
Author: Quan-Lin Li
ISBN: 9783642114915

The RG-Factorizations

Quan-Lin Li

Language

English

Book Hardback

Libristo code: 01655395

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, March 2010

"Constructive Computation in Stochastic Models with Applications: The RG-Factorizations" provides a... Full description

Libristo code: 01655395

428 b

176.91 €

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"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.