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Stochastic Modeling Series

2 Series Titles

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Constrained Markov Decision Processes

Constrained Markov Decision Processes

1st Edition

By Eitan Altman
March 30, 1999

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 ...

Stable Non-Gaussian Random Processes Stochastic Models with Infinite Variance

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance

1st Edition

By Gennady Samoradnitsky, M.S. Taqqu
June 01, 1994

This book presents similarity between Gaussian and non-Gaussian stable multivariate distributions and introduces the one-dimensional stable random variables. It discusses the most basic sample path properties of stable processes, namely sample boundedness and continuity....

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