Introduction to Modeling and Analysis of Stochastic Systems PDF Download
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Author: V. G. Kulkarni
Publisher: Springer
ISBN: 9781461427353
Category : Mathematics
Languages : en
Pages : 313
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Book Description
This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.
Author: V. G. Kulkarni
Publisher: Springer
ISBN: 9781461427353
Category : Mathematics
Languages : en
Pages : 313
Get Book Here
Book Description
This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.
Author: V. G. Kulkarni
Publisher: Springer
ISBN: 1475730985
Category : Technology & Engineering
Languages : en
Pages : 381
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Book Description
An introductory level text on stochastic modelling, suited for undergraduates or graduates in actuarial science, business management, computer science, engineering, operations research, public policy, statistics, and mathematics. It employs a large number of examples to show how to build stochastic models of physical systems, analyse these models to predict their performance, and use the analysis to design and control them. The book provides a self-contained review of the relevant topics in probability theory: In discrete and continuous time Markov models it covers the transient and long term behaviour, cost models, and first passage times; under generalised Markov models, it covers renewal processes, cumulative processes and semi-Markov processes. All the material is illustrated with many examples, and the book emphasises numerical answers to the problems. A software package called MAXIM, which runs on MATLAB, is available for downloading.
Author: Floyd B. Hanson
Publisher: SIAM
ISBN: 9780898718638
Category : Mathematics
Languages : en
Pages : 472
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Book Description
This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump diffusions in continuous time. The author covers the important problem of controlling these systems and, through the use of a jump calculus construction, discusses the strong role of discontinuous and nonsmooth properties versus random properties in stochastic systems.
Author: P. R. Kumar
Publisher: SIAM
ISBN: 1611974259
Category : Mathematics
Languages : en
Pages : 371
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Book Description
Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
Author: V. G. Kulkarni
Publisher: Springer
ISBN: 1441917721
Category : Mathematics
Languages : en
Pages : 323
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Book Description
This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made available for downloading. Vidyadhar G. Kulkarni is Professor of Operations Research at the University of North Carolina at Chapel Hill.
Author: Torsten Söderström
Publisher: Springer Science & Business Media
ISBN: 9781852336493
Category : Mathematics
Languages : en
Pages : 410
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Book Description
This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.
Author: Howard M. Taylor
Publisher: Academic Press
ISBN: 1483269272
Category : Mathematics
Languages : en
Pages : 410
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Book Description
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author: V. G. Kulkarni
Publisher:
ISBN: 9781475730999
Category :
Languages : en
Pages : 392
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Book Description
Author: El-Kébir Boukas
Publisher: Springer Science & Business Media
ISBN: 9780817637828
Category : Computers
Languages : en
Pages : 426
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Book Description
An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches.
Author: Armin Zimmermann
Publisher: Springer Science & Business Media
ISBN: 3540741739
Category : Computers
Languages : en
Pages : 393
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Book Description
Stochastic discrete-event systems (SDES) capture the randomness in choices due to activity delays and the probabilities of decisions. This book delivers a comprehensive overview on modeling with a quantitative evaluation of SDES. It presents an abstract model class for SDES as a pivotal unifying result and details important model classes. The book also includes nontrivial examples to explain real-world applications of SDES.
