Stochastic Modeling Series

New and Published Books

1-6 of 6 results in Stochastic Modeling Series

1. Constrained Markov Decision Processes

   By Eitan Altman

   Series: Stochastic Modeling Series

   This book provides a unified approach for the study of constrained Markov decision processes with a finite state space and unbounded costs. Unlike the single controller case considered in many other books, the author considers a single controller with several objectives, such as minimizing delays...

   Published March 29th 1999 by Chapman and Hall/CRC
2. Markov Processes for Stochastic Modeling

   By Masaaki Kijima

   Series: Stochastic Modeling Series

   This book presents an algebraic development of the theory of countable state space Markov chains with discrete and continuous time parameters....

   Published December 31st 1996 by Chapman and Hall/CRC
3. Large Deviations For Performance Analysis

   QUEUES, Communication and Computing

   By Adam Shwartz, Alan Weiss

   Series: Stochastic Modeling Series

   This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing...

   Published August 31st 1995 by Chapman and Hall/CRC
4. Algorithmic Probability

   A Collection of Problems

   By Marcel F. Neuts

   Series: Stochastic Modeling Series

   This unique text collects more than 400 problems in combinatorics, derived distributions, discrete and continuous Markov chains, and models requiring a computer experimental approach. The first book to deal with simplified versions of models encountered in the contemporary statistical or...

   Published June 30th 1995 by Chapman and Hall/CRC
5. Stationary Marked Point Processes

   An Intuitive Approach

   By Karl Sigman

   Series: Stochastic Modeling Series

   Taking an applied point of view, this book provides an accessible introduction to the theory of stationary random marked point processes on the non-negative real line. The reader will be able to gain an intuitive understanding of stationary marked point processes and be able to apply the theory to...

   Published May 14th 1995 by Chapman and Hall/CRC
6. Stable Non-Gaussian Random Processes

   Stochastic Models with Infinite Variance

   By Gennady Samoradnitsky, M.S. Taqqu

   Series: Stochastic Modeling Series

   Published May 31st 1994 by Chapman and Hall/CRC