This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov dynamic programs.
This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC's and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup.
Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (e.
Applied Probability presents a unique blend of theory and applications, with special emphasis on mathematical modeling, computational techniques, and examples from the biological sciences.
Research in Bayesian analysis and statistical decision theory is rapidly expanding and diversifying, making it increasingly more difficult for any single researcher to stay up to date on all current research frontiers.
This handbook aims to highlight fundamental, methodological and computational aspects of networks of queues to provide insights and to unify results that can be applied in a more general manner.
In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called "e;The fundamental limit theorems in probability"e; in which he set out what he considered to be "e;the two most important limit theorems in the modern theory of probability: the central limit theorem and the recently discovered .
"e;Decision Systems and Non-stochastic Randomness"e; is the first systematic presentation and mathematical formalization (including existence theorems) of the statistical regularities of non-stochastic randomness.
Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more.
This book is the third revised and updated English edition of the German textbook \Versuchsplanung und Modellwahl"e; by Helge Toutenburg which was based on more than 15 years experience of lectures on the course \- sign of Experiments"e; at the University of Munich and interactions with the statisticians from industries and other areas of applied sciences and en- neering.
This is a collection of essays based on lectures that author has given on various occasions on foundation of quantum theory, symmetries and representation theory, and the quantum theory of the superworld created by physicists.
In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains.
This volume covers recent developments in the design, operation, and management of telecommunication and computer network systems in performance engineering and addresses issues of uncertainty, robustness, and risk.
The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses (in probability and/or statistics).
Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature.
The aim of this book is to show that the probabilistic formalisms of classical statistical mechanics and quantum mechanics can be unified on the basis of a general contextual probabilistic model.
Stochastic geometry, based on current developments in geometry, probability and measure theory, makes possible modeling of two- and three-dimensional random objects with interactions as they appear in the microstructure of materials, biological tissues, macroscopically in soil, geological sediments etc.
Since the 18th century, one phenomenon, the proportion of the sexes at birth among human beings, has contributed to various developments such as the calculus of probabilities, administrative statistics, the moral and social sciences, the statistics of variability, post-Darwinian biology and Durkheimian sociology.