Advertisement

Heuristics

  • Sean P. Meyn
  • Richard L. Tweedie
Part of the Communications and Control Engineering Series book series (CCE)

Abstract

This book is about Markovian models, and particularly about the structure and stability of such models. We develop a theoretical basis by studying Markov chains in very general contexts; and we develop, as systematically as we can, the applications of this theory to applied models in systems engineering, in operations research, and in time series.

Keywords

Markov Chain Random Walk State Space Model Markov Chain Monte Carlo Method Stochastic Stability 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag London Limited 1993

Authors and Affiliations

  • Sean P. Meyn
    • 1
  • Richard L. Tweedie
    • 2
  1. 1.Coordinated Science Laboratory and the Department of Electrical and Computer EngineeringUniversity of IllinoisUrbanaUSA
  2. 2.Department of StatisticsColorado State UniversityFort CollinsUSA

Personalised recommendations