Authors:
- The first book in the area of matrix-analytic methods bridging applied mathematics to computer science, operations research and management sciences.
- Presents recent results on applications in optimization, decision, and game theory.
- Presents a large number of useful algorithms.
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Table of contents (11 chapters)
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Front Matter
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Back Matter
About this book
"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. Quan-Lin Li is an Associate Professor at the Department of Industrial Engineering of Tsinghua University, China.
Reviews
From the reviews:
“This 672-page book is the result of a colossal undertaking on the part of the author. … Li’s book includes extensive bibliographies at the end of each chapter. The book uses a wide variety of methods and creates a welcome unifying presentation. This book is for the serious researcher in stochastic models, and is a great book with which a young researcher might quickly move into serious analysis of applied queueing models.” (Myron Hlynka, Mathematical Reviews, Issue 2011 f)
“This book deals with numerical … methods for computing aspects of Markov chains, such as stationary and transient probability distributions, first passage times, and visiting times to certain states. … this book is well organized, and should be a valuable reference for researchers and advanced graduate students working in numerical probability, structured matrices, etc. The results apply to large classes of stochastic models.” (Charles Knessl, SIAM Review, Vol. 54 (1), 2012)
Authors and Affiliations
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Department of Industrial Engineering, Tsinghua University, Beijing, P. R. China
Quan-Lin Li
Bibliographic Information
Book Title: Constructive Computation in Stochastic Models with Applications
Book Subtitle: The RG-Factorizations
Authors: Quan-Lin Li
DOI: https://doi.org/10.1007/978-3-642-11492-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Hardcover ISBN: 978-3-642-11491-5Due: 30 March 2010
eBook ISBN: 978-3-642-11492-2Published: 02 February 2011
Edition Number: 1
Number of Pages: 650
Number of Illustrations: 24 b/w illustrations
Additional Information: Jointly published with Tsinghua University Press
Topics: Probability Theory and Stochastic Processes, Computer Communication Networks, Optimization, Operations Research, Management Science, Industrial and Production Engineering, Quality Control, Reliability, Safety and Risk