Описание: The Wiley--Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers...The text is fairly self--contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." - Zentralblatt fur Mathematik "...it is of great value to advanced--level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic...Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up--to--date, unified, and rigorous tre " - Journal of the American Statistical Association
Автор: Chung Название: Markov Processes, Brownian Motion, and Time Symmetry ISBN: 0387220267 ISBN-13(EAN): 9780387220260 Издательство: Springer Рейтинг: Цена: 12326 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From the reviews of the First Edition:"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, ZГјrich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal…The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews)This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.
Автор: Janssen Jacques, Manca Raimondo Название: Applied Semi-Markov Processes ISBN: 038729547X ISBN-13(EAN): 9780387295473 Издательство: Springer Рейтинг: Цена: 11494 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Aims to give to the reader the tools necessary to apply semi-Markov processes in real-life problems.The book is self-contained and, starting from a low level of probability concepts, gradually brings the reader to a deep knowledge of semi-Markov processes.Presents homogeneous and non-homogeneous semi-Markov processes, as well as Markov and semi-Markov rewards processes.The concepts are fundamental for many applications, but they are not as thoroughly presented in other books on the subject as they are here.
Автор: Stewart N. Ethier Название: Markov Processes: Characterization and Convergence ISBN: 047176986X ISBN-13(EAN): 9780471769866 Издательство: Wiley Рейтинг: Цена: 12936 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Converted into a paperback format, at a reduced price, "Markov Processes: Characterization and Convergence" is ideal as a graduate text and/or reference on Markov Processes and their relationship to operator semigroups. This book presents several different approaches to proving weak approximation theorems for Markov processes, emphasizing the interplay of methods of characterization and approximation. Martingale problems for general Markov processes are systematically developed for the first time in book form. Concrete examples and an extensive bibliography are provided.
Автор: Fleming Wendell H., Soner H.M. Название: Controlled Markov Processes and Viscosity Solutions ISBN: 0387260455 ISBN-13(EAN): 9780387260457 Издательство: Springer Рейтинг: Цена: 13584 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. A new Chapter X gives an introduction to the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets. Chapter VI of the First Edition has been completely rewritten, to emphasize the relationships between logarithmic transformations and risk sensitivity. A new Chapter XI gives a concise introduction to two-controller, zero-sum differential games. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance. In this Second Edition, new material on applications to mathematical finance has been added. Concise introductions to risk-sensitive control theory, nonlinear H-infinity control and differential games are also included.
Описание: The purpose of this book is to provide a careful and accessible account along modern lines of the subject which the title deals, as well as to discuss problems of current interest in the field. More precisely this book is devoted to the functional-analytic approach to a class of degenerate boundary value problems for second-order elliptic integro-differential operators which includes as particular cases the Dirichlet and Robin problems. This class of boundary value problems provides a new example of analytic semigroups. As an application, we construct a strong Markov process corresponding to such a diffusion phenomenon that a Markovian particle moves both by jumps and continuously in the state space until it dies at the time when it reaches the set where the particle is definitely absorbed.
Автор: Oliver Ibe Название: Markov Processes for Stochastic Modeling, ISBN: 0124077951 ISBN-13(EAN): 9780124077959 Издательство: Elsevier Science Цена: 7937 р. Наличие на складе: Невозможна поставка.
Автор: Van Casteren Jan A Название: Markov Processes, Feller Semigroups And Evolution Equations ISBN: 9814322180 ISBN-13(EAN): 9789814322188 Издательство: World Scientific Publishing Рейтинг: Цена: 16681 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. This book describes its generators and the link with stochastic differential equations in infinite dimensions.
Автор: Stroock Daniel W. Название: An Introduction to Markov Processes ISBN: 3540234993 ISBN-13(EAN): 9783540234999 Издательство: Springer Рейтинг: Цена: 7310 р. Наличие на складе: Поставка под заказ.
Описание: This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. A whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.
Автор: Feinberg Eugene A., Shwartz Adam Название: Handbook of Markov Decision Processes / Methods and Applications ISBN: 0792374592 ISBN-13(EAN): 9780792374596 Издательство: Springer Рейтинг: Цена: 31246 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The theory of Markov Decision Processes - also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming - studies sequential optimization of discrete time stochastic systems. Fundamentally, this is a methodology that examines and analyzes a discrete-time stochastic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. Its objective is to select a "good" control policy. In real life, decisions that humans and computers make on all levels usually have two types of impacts: (i) they cost or save time, money, or other resources, or they bring revenues, as well as (ii) they have an impact on the future, by influencing the dynamics. In many situations, decisions with the largest immediate profit may not be good in view of future events. Markov Decision Processes (MDPs) model this paradigm and provide results on the structure and existence of good policies and on methods for their calculations. MDPs are attractive to many researchers because they are important both from the practical and the intellectual points of view. MDPs provide tools for the solution of important real-life problems. In particular, many business and engineering applications use MDP models. Analysis of various problems arising in MDPs leads to a large variety of interesting mathematical and computational problems. Accordingly, the Handbook of Markov Decision Processes is split into three parts: Part I deals with models with finite state and action spaces and Part II deals with infinite state problems, and Part III examines specific applications. Individual chapters are written by leading experts on the subject.
Автор: Breuer L. Название: From Markov Jump Processes to Spatial Queues ISBN: 1402011040 ISBN-13(EAN): 9781402011047 Издательство: Springer Рейтинг: Цена: 10971 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: From Markov Jump Processes to Spatial Queues aims to develop a unified theory of spatial queues that yields concrete results for the performance analysis of mobile communication networks. A particular objective is to develop the most natural generalization of existing concepts (e.g. the BMAP) toward the needs of mobile communication networks. To these belong the spatial distribution of batch arrivals and users in the system as well as time-inhomogeneous (e.g. periodic) arrival intensities and user movements. One of the major recent challenges for the stochastic modelling of communication systems is the emergence of wireless networks, which are used by more and more subscribers today. The main new feature of those, which is not covered by classical queuing theory, clearly is the importance of the user location within the area that is served by the base stations of the network. In the framework of queuing theory, this opens up the natural extension of classical queuing models towards queues with a structured space in which users are served. The present book is intended to introduce this extension under the name of spatial queues. The main point of view and the general approach will be that of Markov jump processes. We start with a closer look into the theory. Then we present new results for the theory of stochastic processes as well as for classical queuing theory. Finally we introduce the new concepts of spatial Markovian arrival processes and spatial queues. The main text is divided into three parts. The first part provides a new presentation of the theory of Markov jump processes. We derive a number of new results, especially for time-inhomogeneous processes, which have been neglected too much in the current textbooks on stochastic processes. For the first time, the class of Markov-additive jump processes is analysed in detail. This extends and unifies all Markovian arrival processes that have been proposed up to now (including arrivals for fluid queues) and provides a foundation for the subsequent introduction of spatial Markovian arrival processes.The second part contains new results for classical queues with BMAP input. These include the first explicit formulae for the distribution of periodic queues. The class of fluid Markovian arrival processes is introduced, and we give statistical estimates for the parameters of a BMAP. In the third part, the concepts of spatial Markovian arrival processes (abbreviated: SMAPs) and spatial queues are introduced. After that, periodic spatial Markovian queues are analysed as a model for the cells of a wireless communication network. From Markov Jump Processes to Spatial Queues is intended to reach queuing theorists, researchers in the field of communication systems, as well as engineers with some background in probability theory. Furthermore, it is suitable as a textbook for advanced queuing theory on the graduate or post-graduate level.
Автор: Stroock Daniel W. Название: An Introduction to Markov Processes ISBN: 3540234519 ISBN-13(EAN): 9783540234517 Издательство: Springer Рейтинг: Цена: 6269 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. A whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
