
By G. George Yin, Qing Zhang
ISBN-10: 1461443458
ISBN-13: 9781461443452
ISBN-10: 1461443466
ISBN-13: 9781461443469
Prologue and Preliminaries: advent and evaluation- Mathematical preliminaries.- Markovian models.- Two-Time-Scale Markov Chains: Asymptotic Expansions of recommendations for ahead Equations.- career Measures: Asymptotic houses and Ramification.- Asymptotic Expansions of recommendations for Backward Equations.- Applications:MDPs, Near-optimal Controls, Numerical equipment, and LQG with Switching: Markov choice Problems.- Stochastic regulate of Dynamical Systems.- Numerical tools for keep watch over and Optimization.- Hybrid LQG Problems.- References.- Index