Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications Export

@book{YinZhang04, abstract = {This book focuses on the theory and applications of discrete-time two-time- scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.}, author = {Yin, George G. and Zhang, Qing}, citeulike-article-id = {3509353}, citeulike-linkout-0 = {http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/038721948X}, citeulike-linkout-1 = {http://www.amazon.de/exec/obidos/redirect?tag=citeulike01-21&path=ASIN/038721948X}, citeulike-linkout-2 = {http://www.amazon.fr/exec/obidos/redirect?tag=citeulike06-21&path=ASIN/038721948X}, citeulike-linkout-3 = {http://www.amazon.jp/exec/obidos/ASIN/038721948X}, citeulike-linkout-4 = {http://www.amazon.co.uk/exec/obidos/ASIN/038721948X/citeulike00-21}, citeulike-linkout-5 = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/038721948X}, citeulike-linkout-6 = {http://www.worldcat.org/isbn/038721948X}, citeulike-linkout-7 = {http://books.google.com/books?vid=ISBN038721948X}, citeulike-linkout-8 = {http://www.amazon.com/gp/search?keywords=038721948X&index=books&linkCode=qs}, citeulike-linkout-9 = {http://www.librarything.com/isbn/038721948X}, day = {25}, edition = {1}, howpublished = {Hardcover}, isbn = {038721948X}, keywords = {models, probability}, month = {October}, posted-at = {2008-11-13 17:50:44}, priority = {2}, publisher = {Springer}, series = {Applications of Mathematics Stochastic Modelling and Applied Probability 55}, title = {Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications}, url = {http://www.amazon.com/exec/obidos/redirect?tag=citeulike07-20&path=ASIN/038721948X}, year = {2004} }

TY - BOOK ID - YinZhang04 L3 - citeulike-article-id:3509353 N2 - This book focuses on the theory and applications of discrete-time two-time- scale Markov chains. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications. SE - Applications of Mathematics Stochastic Modelling and Applied Probability 55 SN - 038721948X TI - Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications PB - Springer KW - models KW - probability AU - Yin, George AU - Zhang, Qing PY - 2004/10/25/ UR - http://www.amazon.ca/exec/obidos/redirect?tag=citeulike09-20&path=ASIN/038721948X ER -