Description
Book SynopsisA stochastic process is any process governed by laws of probability, ranging from the genetic probability of having brown eyes, to the chances of a line of cars passing a specific highway point. This book provides information on the latest techniques and statistical Markov process theory used in the control of queuing systems (e.g.
Trade ReviewThere is much to appreciate about his book. It is well written and thoughtfully organized and nicely integrates theory with computation. Its orientation toward SDP theory for buffer control will certainly interest scientists seeking solutions to communication network problems. (Technometrics, August 2000, Vol. 42, No. 3)
Table of ContentsOptimization Criteria.
Finite Horizon Optimization.
Infinite Horizon Discounted Cost Optimization.
An Inventory Model.
Average Cost Optimization for Finite State Spaces.
Average Cost Optimization Theory for Countable State Spaces.
Computation of Average Cost Optimal Policies for Infinite State Spaces.
Optimization Under Actions at Selected Epochs.
Average Cost Optimization of Continuous Time Processes.
Appendices.
Bibliography.
Index.
