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.
- DOI https://doi.org/10.1007/978-3-642-11492-2
- Copyright Information Springer-Verlag Berlin Heidelberg 2010
- Publisher Name Springer, Berlin, Heidelberg
- eBook Packages Mathematics and Statistics
- Print ISBN 978-3-642-11491-5
- Online ISBN 978-3-642-11492-2
- Buy this book on publisher's site