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9783642114915

Constructive Computation in Stochastic Models With Applications

by
  • ISBN13:

    9783642114915

  • ISBN10:

    3642114911

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 2010-07-30
  • Publisher: Springer Verlag
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Supplemental Materials

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Summary

"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. Quanlin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.

Author Biography

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

Supplemental Materials

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