Markov Chains and Stochastic Stability

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Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions...
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Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions...
Read more
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  • Formats: pdf
  • ISBN: 9780511512711
  • Publication Date: 2 Apr 2009
  • Publisher: Cambridge University Press
  • Product language: English
  • Drm Setting: DRM