Libro Continuos-Time Markov-Modulated Chains in Operations Research De Andronov, Alexander M. ; Mahareva, Kristina

portada Continuos-Time Markov-Modulated Chains in Operations Research

Formato

Libro Físico

Autor

Alexander M. Andronov

Kristina Mahareva

Editorial

World Scientific Publishing Company

Idioma

Inglés

N° páginas

200

Encuadernación

Tapa Dura

ISBN13

9789811286155

Categorías

Optimización
Estocástica

Continuos-Time Markov-Modulated Chains in Operations Research

Alexander M. Andronov (Autor) · Kristina Mahareva (Autor) · World Scientific Publishing Company · Tapa Dura

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Reseña del libro "Continuos-Time Markov-Modulated Chains in Operations Research"

Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain is used eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.