Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications

by Qing Zhang and G. George Yin

Book Overview

This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in manufacturing, wireless communication, and ?nancial engineering. Much of our e?ort in this book is devoted to designing system models arising from various applications, analyzing them via analytic and probabilistic techniques, and developing feasible compu- tionalschemes...

• Format: Paperback
• Language: English
• ISBN: 1441919554
• ISBN13: 9781441919557
• Release Date: November 2010
• Publisher: Springer
• Length: 347 Pages
• Weight: 1.13 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"