Numerical Methods for Structured Markov Chains
Numerical Methods for Structured Markov Chains
Publisher: Oxford University Press | ISBN: 0198527683 | edition 2005 | PDF | 336 pages | 22,86 mb
Intersecting two large research areas-numerical analysis and applied probability/quering theory - this book is a self -contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queueing theory and stochastic modeling. Aimed at graduates and researchers in numerical analysis, applied mathematics, probability, engineering and computer science it provides a thorough overview of the current literature.
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