Discrete-time Markov chains : two-time-scale methods and applications /
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| Author / Creator: | Yin, George, 1954- |
|---|---|
| Imprint: | New York : Springer Science+Business Media, c2005. |
| Description: | xix, 347 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Applications of mathematics ; 55 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5519012 |
Table of Contents:
- 1. Introduction, overview, and examples
- 2. Mathematical preliminaries
- 3. Asymptotic expansions
- 4. Occupation measures
- 5. Exponential bounds
- 6. Interim summary and extensions
- 7. Stability of dynamic systems
- 8. Filtering
- 9. Markov decision processes
- 10. LQ controls
- 11. Mean-variance controls
- 12. Production planning
- 13. Stochastic approximation
- 14. Appendix.
