ISBN 9783642114915,Constructive Computation in Stochastic Models with Applications

Constructive Computation in Stochastic Models with Applications

Author:

Quanlin Li

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ISBN 9783642114915
Publisher

Literary Licensing, LLC

Publication Year 2009
ISBN-13

ISBN 9783642114915

ISBN-10 3642114911
Binding

Hardback

Number of Pages 650 Pages
Language (English)
Subject

Probability & statistics

Provides an algorithmic framework for numerical computation of many practical stochastic systems. This title summarizes 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.
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