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Applied Probability Models with Optimization Applications

Autor: Sheldon M. Ross

Jazyk:

Vazba: Brožovaná

Vydavatel: Dover Publications Inc.

Dostupnost: Skladem u dodavatele v malém množství

Odesíláme za 9-15 dnů

234 Kč

1. INTRODUCTION TO STOCHASTIC PROCESSES 1.1. Random Variables and Probability Theory 1.2. Condit...

Informace o knize

Autor

Sheldon M. Ross

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

1992

Stránek

198

EAN

9780486673141

ISBN

0486673146

Enbook ID

02569684

Vydavatel

Dover Publications Inc.

Hmotnost

262

Rozměry

141 x 215 x 12

Kompletní popis

1. INTRODUCTION TO STOCHASTIC PROCESSES 1.1. Random Variables and Probability Theory 1.2. Conditional Expectation 1.3. Stochatic Processes Problems 2. THE POISSON RPCESS 2.1 Introduction and Definitions 2.2 Interarrival and Waiting Time Distributions 2.3 Conditional Distribution of the Arrival Times 2.4 Compound and Nonhomogenous Poisson Processes 2.5 Stationary Point Processes Problems References 3. RENEWAL THEORY 3.1 Introduction and Preliminaries 3.2 Renewal Equation and Generalizations 3.3 Limit Theorems 3.4 Wald's Equation 3.5 Back to Renewal Theory 3.6 Excess Life and Age Distribution 3.7 Delayed Renewal Processes 3.8 Counter Models 3.9 Renewal Reward Process 3.10 Nonterminating versus Terminating Renewal Processes 3.11 Age Dependent Branching Processes Problems References 4. MARKOV CHAINS 4.1 Preliminaries and Examples 4.2 Classification of States 4.3 Limit Theorems 4.4 Transitions Among Classes 4.5 Branching Processes 4.6 Transient States Problems References 5. "SEMI-MARKOV, MARKOV RENEWAL AND REGERNERATIVE PROCESSES" 5.1 Introduction and Preliminaries 5.2 Classification of States 5.3 Some Simple Relationships 5.4 Regenerative Processes 5.5 A Queueing Application 5.6 Back to Markov Renewal Processes-Limiting Probabilities 5.7 Limiting Distributions of the Markov Renewal Process 5.8 Continuous Time Markov Chains 5.9 Birth and Death Processes Problems References 6. MARKOV DECISION PROCESSES 6.1 Introduction 6.2 Expected Discounted Cost 6.3 Some Examples 6.4 "Positive Costs, No Discounting" 6.5 Applications: Optimal Stopping and Sequential Analysis 6.6 Expected Average Cost Criterion-Introduction and Counter examples 6.7 Expected Average Cost Criterion 6.8 Finite State Space-Computational Approaches Problems References 7. SEMI-MARKOV DECISION PROCESSES 7.1 Introduction 7.2 Discounted Cost Criterion 7.3 Average Cost-Preliminaries and Equality of Criteria 7.4 Average Cost-Results 7.5 Some Examples Problems References 8. INVENTORY THEORY 8.1 Introduction 8.2 A Single Period Model 8.3 Multi-Period Models 8.4 A Multi-Period Stationary Optimal Policy 8.5 Inventory Issuing Policies Problems References 9. BROWNIAN MOTION AND CONTINUOUS TIME OPTIMIZATION MODELS 9.1 Introduction and Preliminaries 9.2 Maximum of the Wiener Process 9.3 The Wiener Process and Optimization 9.4 The Maximum Variable-A Renewal Application 9.5 Optimal Dispatching of a Poisson Process 9.6 Infinitesimal Look-Ahead Stopping Rules Problems Reference APPENDICES INDEX