Continuous-time Markov chains and applications : a singular perturbation approach /

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Bibliographic Details
Author / Creator:Yin, George, 1954-
Imprint:New York : Springer, c1998.
Description:xv, 349 p. : ill. ; 25 cm.
Language:English
Series:Applications of mathematics. 37
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/2954266
Hidden Bibliographic Details
Other authors / contributors:Zhang, Qing, 1959-
ISBN:0387982442 (alk. paper)
Notes:Includes bibliographical references (p. [333]-345) and index.

MARC

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260 |a New York :  |b Springer,  |c c1998. 
300 |a xv, 349 p. :  |b ill. ;  |c 25 cm. 
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440 0 |a Applications of mathematics.  |v 37 
504 |a Includes bibliographical references (p. [333]-345) and index. 
505 0 0 |g I.  |t Prologue and Preliminaries.  |g 1.  |t Introduction and Overview.  |g 2.  |t Mathematical Preliminaries.  |g 3.  |t Markovian Models --  |g II.  |t Singularly Perturbed Markov Chains.  |g 4.  |t Asymptotic Expansion: Irreducible Generators.  |g 5.  |t Asymptotic Normality and Exponential Bounds.  |g 6.  |t Asymptotic Expansion: Weak and Strong Interactions.  |g 7.  |t Weak and Strong Interactions: Asymptotic Properties and Ramification --  |g III.  |t Control and Numerical Methods.  |g 8.  |t Markov Decision Problems.  |g 9.  |t Stochastic Control of Dynamic Systems.  |g 10.  |t Numerical Methods for Control and Optimization.  |g App. A.1.  |t Properties of Generators --  |g App. A.2.  |t Weak Convergence --  |g App. A.3.  |t Relaxed Control --  |g App. A.4.  |t Viscosity Solutions of HJB Equations --  |g App. A.5.  |t Value Functions and Optimal Controls --  |g App. A.6.  |t Miscellany. 
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