Stochastic models için kapak resmi
Stochastic models
Başlık:
Stochastic models
ISBN:
9780444874733

9780444599247
Yayın Bilgileri:
Amsterdam ; New York : North-Holland ; New York, NY, U.S.A. : Sole distributor for the U.S.A. and Canada, Elsevier Science Pub. Co., 1990.
Fiziksel Tanımlama:
1 online resource (xv, 723 pages)
Series:
Handbooks in operations research and management science ; v. 2

Handbooks in operations research and management science ; v. 2.
Contents:
Point processes / R.F. Serfozo -- Markov processes / A.F. Karr -- Martingales and random walks / H.M. Taylor -- Diffusion approximations / P.W. Glynn -- Computational methods in probability theory / W.K. Grassmann -- Statistical methods / J. Lehoczky -- Simulation experiments / B. Schmeiser -- Markov decision processes / M.L. Puterman -- Controlled continuous time Markov processes / R. Rishel -- Queueing theory / R.B. Cooper -- Queueing networks / J. Walrand -- Stochastic inventory theory / E.L. Porteus -- Reliability and maintainablilty / M. Shaked and J.G. Shanthikumar.
Abstract:
One of the central problems in operations research and management science is how to quantify the effects of uncertainty about the future. This, the second volume in a series of handbooks, is devoted to models where chance events play a major role. The thirteen chapters survey topics in applied probability that have been particularly useful in operations research and management science. Each chapter was written by an expert, both in subject matter and in its exposition. The chapters fall into four groups. The first four cover the fundamentals of stochastic processes, and lay the foundation for the following chapters. The next three chapters are concerned with methods of getting numbers. This includes numerical solution of models, parameter estimation for models, and simulation of models. Chapters 8 and 9 describe the fundamentals of dynamic optimization. The last four chapters are concerned with the most important structured models in operations research and management science; queues, queueing networks, inventories, and reliability.
Local Note:
Elsevier
Dil:
English