Constructive Computation in Stochastic Models With Applications: The Rg-factorizations

Li, Quan-lin

ISBN 10: 3642114911 ISBN 13: 9783642114915

Published by Springer Verlag, 2010

Language: English

Condition: New Hardcover

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1st edition. 672 pages. 9.25x6.50x1.50 inches. In Stock.

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Bibliographic Details

Title

Constructive Computation in Stochastic Models With Applications: The Rg-factorizations

Publisher

Springer Verlag

Publication Date

2010

Language

English

ISBN 10

3642114911

ISBN 13

9783642114915

Binding

Hardcover

Condition

Brand New

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About this title

Synopsis

"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.

About the Author

Dr. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.

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