Kronecker Modeling and Analysis of Multidimensional Markovian Systems (Springer Series in Operations Research and Financial Engineering) - Hardcover

Dayar, Tuğrul

Hardcover

ISBN 10: 331997128X ISBN 13: 9783319971285

Publisher: Springer, 2018

Synopsis

This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods for steady-state and transient analysis of Kronecker-based multidimensional Markovian models are discussed in detail together with implementation issues. Case studies are provided to explain concepts and motivate use of methods.

Having grown out of research from the past twenty years, this book expands upon the author’s previously published book Analyzing Markov Chains using Kronecker Products (Springer, 2012). The subject matter is interdisciplinary and at the intersection of applied mathematics and computer science. The book will be of use to researchers and graduate students with an understanding of basic linear algebra, probability, and discrete mathematics.

About this title

From the Back Cover

This work considers Kronecker-based models with finite as well as countably infinite state spaces for multidimensional Markovian systems by paying particular attention to those whose reachable state spaces are smaller than their product state spaces. Numerical methods for steady-state and transient analysis of Kronecker-based multidimensional Markovian models are discussed in detail together with implementation issues. Case studies are provided to explain concepts and motivate use of methods.

Having grown out of research from the past twenty years, this book expands upon the author’s previously published book Analyzing Markov Chains using Kronecker Products (Springer, 2012). The subject matter is interdisciplinary and at the intersection of applied mathematics and computer science. The book will be of use to researchers and graduate students with an understanding of basic linear algebra, probability, and discrete mathematics.

Edition details

• Publisher: Springer
• Publication date: 2018
• Language: English
• ISBN 10: 331997128X
• ISBN 13: 9783319971285
• Binding: Hardcover
• Edition number: 1
• Number of pages: 289