Synopses & Reviews
Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation. New chapters added on
Synopsis
This is a work in four parts, dealing with the mechanics and thermodynamics of materials with memory, including properties of the dynamical equations which describe their evolution in time under varying loads. The first part is an introduction to Continuum Mechanics with sections dealing with classical Fluid Mechanics and Elasticity, linear and non-linear. The second part is devoted to Continuum Thermodynamics, which is used to derive constitutive equations of materials with memory, including viscoelastic solids, fluids, heat conductors and some examples of non-simple materials. In part three, free energies for materials with linear memory constitutive relations are comprehensively explored. The new concept of a minimal state is also introduced.
Synopsis
Using a singular perturbation approach, this book offers a systematic treatment of systems that naturally arise in queuing theory, control and optimisation and manufacturing. Provides a single source for concepts previously scattered throughout the literature.
Synopsis
This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, properties of functional occupation measures, exponential upper bounds, and functional limit results for Markov chains with weak and strong interactions. To bridge the gap between theory and applications, a large portion of the book is devoted to
Table of Contents
Prologue and Preliminaries: Introduction and overview- Mathematical preliminaries.- Markovian models.-
Two-Time-Scale Markov Chains: Asymptotic Expansions of Solutions for Forward Equations.- Occupation Measures: Asymptotic Properties and Ramification.- Asymptotic Expansions of Solutions for Backward Equations.-
Applications:MDPs, Near-optimal Controls, Numerical Methods, and LQG with Switching: Markov Decision Problems.- Stochastic Control of Dynamical Systems.- Numerical Methods for Control and Optimization.- Hybrid LQG Problems.- References.- Index.-