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Continuous-Time Markov Chains and Applications (Record no. 44077)

MARC details
000 -LEADER
fixed length control field 03989nam a22005897a 4500
001 - CONTROL NUMBER
control field sulb-eb0021985
003 - CONTROL NUMBER IDENTIFIER
control field BD-SySUS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160413122215.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 121116s2013 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781461443469
-- 978-1-4614-4346-9
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-1-4614-4346-9
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA273.A1-274.9
Classification number QA274-274.9
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source bicssc
Subject category code PBWL
Source bicssc
Subject category code MAT029000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Yin, G. George.
Relator term author.
245 10 - TITLE STATEMENT
Title Continuous-Time Markov Chains and Applications
Medium [electronic resource] :
Remainder of title A Two-Time-Scale Approach /
Statement of responsibility, etc. by G. George Yin, Qing Zhang.
250 ## - EDITION STATEMENT
Edition statement Second edition.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture, or copyright notice 2013.
300 ## - PHYSICAL DESCRIPTION
Extent XXII, 430 p.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Stochastic Modelling and Applied Probability,
International Standard Serial Number 0172-4568 ;
Volume/sequential designation 37
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries -- Markovian models -- Two-Time-Scale Markov Chains: Asymptotic Expansions of Solutions for Forward Equations -- Occupation Measures: Asymptotic Properties and Ramification -- Asymptotic Expansions of Solutions for Backward Equations -- Applications:MDPs, Near-optimal Controls, Numerical Methods, and LQG with Switching: Markov Decision Problems -- Stochastic Control of Dynamical Systems -- Numerical Methods for Control and Optimization -- Hybrid LQG Problems -- References -- Index.-.
520 ## - SUMMARY, ETC.
Summary, etc. This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to  applications in controlled dynamic systems, production planning, and numerical methods for controlled Markovian systems with large-scale and complex structures in the real-world problems. This second edition  has been updated throughout and includes two new chapters on asymptotic expansions of solutions for backward equations and hybrid LQG problems. The chapters on analytic and probabilistic properties of two-time-scale Markov chains have been almost completely rewritten and the notation has been streamlined and simplified. This book is written for applied mathematicians, engineers, operations researchers, and applied scientists. Selected material from the book can also be used for a one semester advanced graduate-level course in applied probability and stochastic processes.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Calculus of variations.
Topical term or geographic name as entry element Operations research.
Topical term or geographic name as entry element Management science.
Topical term or geographic name as entry element Probabilities.
Topical term or geographic name as entry element Applied mathematics.
Topical term or geographic name as entry element Engineering mathematics.
Topical term or geographic name as entry element Mathematics.
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
Topical term or geographic name as entry element Calculus of Variations and Optimal Control; Optimization.
Topical term or geographic name as entry element Operations Research, Management Science.
Topical term or geographic name as entry element Appl.Mathematics/Computational Methods of Engineering.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Zhang, Qing.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9781461443452
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Stochastic Modelling and Applied Probability,
International Standard Serial Number 0172-4568 ;
Volume number/sequential designation 37
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-1-4614-4346-9">http://dx.doi.org/10.1007/978-1-4614-4346-9</a>
912 ## -
-- ZDB-2-SMA
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type

No items available.