Discrete-time Markov chains : two-time-scale methods and applications /

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Bibliographic Details
Author / Creator:Yin, George, 1954-
Imprint:New York : Springer Science+Business Media, c2005.
Description:xix, 347 p. : ill. ; 25 cm.
Language:English
Series:Applications of mathematics ; 55
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5519012
Hidden Bibliographic Details
Other authors / contributors:Zhang, Qing, 1959-
ISBN:038721948X (alk. paper)
Notes:Includes bibliographical references (p. [333]-344) and index.

MARC

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504 |a Includes bibliographical references (p. [333]-344) and index. 
505 0 0 |g 1.  |t Introduction, overview, and examples --  |g 2.  |t Mathematical preliminaries --  |g 3.  |t Asymptotic expansions --  |g 4.  |t Occupation measures --  |g 5.  |t Exponential bounds --  |g 6.  |t Interim summary and extensions --  |g 7.  |t Stability of dynamic systems --  |g 8.  |t Filtering --  |g 9.  |t Markov decision processes --  |g 10.  |t LQ controls --  |g 11.  |t Mean-variance controls --  |g 12.  |t Production planning --  |g 13.  |t Stochastic approximation --  |g 14.  |t Appendix. 
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