Home Applied Continuous-Time Markov-Modulated Chains Operations Research

Continuous-Time Markov-Modulated Chains Operations Research

by Andronov Alexander

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Book Overview Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data comm...

Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain uses eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.

Book Details Format: Hardcover | Pages: 210 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9811286159
FormatHardcover
Pages210
LanguageEnglish
ISBN9811286159
EAN9789811286155
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight1.05 Pounds
Length9.0 Inches
Width6.0 Inches
Height0.56 Inches
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