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Continuous-Time Markov Chains and Applications : A Singular Perturbation Approach

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Cover of 'Continuous-Time Markov Chains and Applications : A Singular Perturbation Approach'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction and Overview
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    Chapter 2 Mathematical Preliminaries
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    Chapter 3 Markovian Models
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    Chapter 4 Asymptotic Expansion: Irreducible Generators
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    Chapter 5 Asymptotic Normality and Exponential Bounds
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    Chapter 6 Asymptotic Expansion: Weak and Strong Interactions
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    Chapter 7 Weak and Strong Interactions: Asymptotic Properties and Ramification
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    Chapter 8 Markov Decision Problems
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    Chapter 9 Stochastic Control of Dynamical Systems
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    Chapter 10 Numerical Methods for Control and Optimization
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