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Field name	Details
Dewey Class	519.233 (DDC 22)
Title	Discrete-Time Markov Chains ([Ebook]) : Two-Time-Scale Methods and Applications / by G. George Yin, Qing Zhang.
Author	Yin, G. George
Added Personal Name	Zhang, Qing
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : Springer , 2005.
Physical Details	: v.: digital
Series	Stochastic Modelling and Applied Probability, Applications of Mathematics 0172-4568 ; 55
ISBN	9780387268712
Summary Note	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. Ourmainconcernistoreducetheinherentsystemcompl- ity. Although each of the applications has its own distinct characteristics, all of them are closely related through the modeling of uncertainty due to jump or switching random processes. Oneofthesalientfeaturesofthisbookistheuseofmulti-timescalesin Markovprocessesandtheirapplications. Intuitively,notallpartsorcom- nents of a large-scale system evolve at the same rate. Some of them change rapidly and others vary slowly. The di?erent rates of variations allow us to reduce complexity via decomposition and aggregation. It would be ideal if we could divide a large system into its smallest irreducible subsystems completely separable from one another and treat each subsystem indep- dently. However, this is often infeasible in reality due to various physical constraints and other considerations. Thus, we have to deal with situations in which the systems are only nearly decomposable in the sense that there are weak links among the irreducible subsystems, which dictate the oc- sional regime changes of the system. An e?ective way to treat such near decomposability is time-scale separation. That is, we set up the systems as if there were two time scales, fast vs. slow. xii Preface Followingthetime-scaleseparation,weusesingularperturbationmeth- ology to treat the underlying systems.:
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/b138226
Links to Related Works	Subject References: Applications of Mathematics . Control engineering . Distribution (Probability theory) . Markov processes . Operations research . Operations Research/Decision Theory . Stochastic processes. -- Probability Theory and Stochastic Processes . Structural control (Engineering) . Authors: Yin, G. George . Zhang, Qing . Corporate Authors: SpringerLink (Online service) . Series: Stochastic Modelling and Applied Probability, Applications of Mathematics . Classification: 519.233 (DDC 22) .

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

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