Markov Chains and Stochastic Stability

Markov Chains and Stochastic Stability
Author :
Publisher : Cambridge University Press
Total Pages : 595
Release :
ISBN-10 : 9781139477970
ISBN-13 : 1139477978
Rating : 4/5 (978 Downloads)

Book Synopsis Markov Chains and Stochastic Stability by : Sean Meyn

Download or read book Markov Chains and Stochastic Stability written by Sean Meyn and published by Cambridge University Press. This book was released on 2009-04-02 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.


Markov Chains and Stochastic Stability Related Books

Markov Chains and Stochastic Stability
Language: en
Pages: 595
Authors: Sean Meyn
Categories: Mathematics
Type: BOOK - Published: 2009-04-02 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many
Markov Chains and Stochastic Stability
Language: en
Pages: 559
Authors: Sean P. Meyn
Categories: Technology & Engineering
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Markov Chains and Stochastic Stability is part of the Communications and Control Engineering Series (CCES) edited by Professors B.W. Dickinson, E.D. Sontag, M.
Markov Chains and Stochastic Stability
Language: en
Pages: 572
Authors: Sean P Meyn
Categories:
Type: BOOK - Published: 1996-04-26 - Publisher:

DOWNLOAD EBOOK

Markov Chains and Stochastic Stability
Language: en
Pages: 594
Authors: Sean P. Meyn
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Markov Chains and Stochastic Stability
Language: en
Pages: 623
Authors: Sean Meyn
Categories: Mathematics
Type: BOOK - Published: 2009-04-02 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

New up-to-date edition of this influential classic on Markov chains in general state spaces. Proofs are rigorous and concise, the range of applications is broad