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Constructive Computation in Stochastic Models With Applications

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Constructive Computation in Stochastic Models With Applications 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 This Edition

ISBN: 9783642114915
Publication date:
Author: QuanLin Li
Publisher: Springer an imprint of Springer Berlin Heidelberg
Format: Hardback
Pagination: 672 pages
Genres: Probability and statistics
Stochastics
Security and fire alarm systems
Network hardware
Operational research
Production and industrial engineering
Optimization

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