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Economics/Finances Stochastic Dynamic Programming and the Control of Queueing Systems: Linn I. Sennott
Posted on 2010-03-16
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More Stochastic Dynamic Programming and the Control of Queueing Systems: Linn I. Sennott Product Description: A path-breaking account of Markov decision processes-theory and computation This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course text for graduate students and advanced undergraduates. Its comprehensive coverage of important recent advances in stochastic dynamic programming makes it a valuable working resource for operations research professionals, management scientists, engineers, and others. Stochastic Dynamic Programming and the Control of Queueing Systems presents the theory of optimization under the finite horizon, infinite horizon discounted, and average cost criteria. It then shows how optimal rules of operation (policies) for each criterion may be numerically determined. A great wealth of examples from the application area of the control of queueing systems is presented. Nine numerical programs for the computation of optimal policies are fully explicated. The Pascal source code for the programs is available for viewing and downloading on the Wiley Web site at www.wiley.com/products/subject/mathematics. The site contains a link to the author's own Web site and is also a place where readers may discuss developments on the programs or other aspects of the material. The source files are also available via ftp at ftp://ftp.wiley.com/public/sci_tech_med/stochastic Stochastic Dynamic Programming and the Control of Queueing Systems features: * Path-breaking advances in Markov decision process techniques, brought together for the first time in book form * A theorem/proof format (proofs may be omitted without loss of continuity) * Development of a unified method for the computation of optimal rules of system operation * Numerous examples drawn mainly from the control of queueing systems * Detailed discussions of nine numerical programs * Helpful chapter-end problems * Appendices with complete treatment of background material Review: I have read other books of "Stochastic Processes" by Ross,"Introduction to Stochastic Processes" by Stone.Certainly this book is a good one to span you knowledge.Largely it covers Queueing Systems in the later part,but a really really nice introduction to the terms necessary. If you are familiar to these terms of Stochastic Processes i would highly recommend it.If not so,even then first 4 chapters talk abt finite and infinte horizon optimization,introduces you to other necessary terms.And then just go go go. The FTP site of the publisher lets you download the pascal programmes so that u can run them and test them for your own purpose. The problems at the end of the each chapter is the best way to test your learnt knowledge,they are little bit mind teasers(I felt so). OverAll a good book for those who are comfortable with LOTS of equations and Probablity. Download Link (Uploading.com) To see my other books, click Download Link (Here).
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