Discrete-time Markov chains : two-time-scale methods and applications / G. George Yin, Qing Zhang

Auteur principal : Yin, George, 1954-, AuteurCo-auteur : Zhang, Qing, 1959-, AuteurType de document : Livre numériqueCollection : Stochastic modelling and applied probability; formerly: Applications of mathematics, 55Langue : anglais.Éditeur : New York : Springer, cop. 2005ISBN: 9780387219486.ISSN: 0172-4568.Sujet MSC : 60-02, Research exposition (monographs, survey articles) pertaining to probability theory
93E20, Systems theory; control, Optimal stochastic control
60J10, Probability theory and stochastic processes, Markov chains (discrete-time Markov processes on discrete state spaces)
90C39, Mathematical programming, Dynamic programming
90C40, Mathematical programming, Markov and semi-Markov decision processesEn-ligne : Springerlink | MSN | zbMath
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