000 01921cam a2200253 i 4500
001 23581039
005 20250630102705.0
008 240227s2024 nju b 000 0 eng
020 _a9789811286155
040 _aCSL
_cCSL
041 _2eng
_aeng
084 _aB281N07 R4
_qCSL
100 1 _aAndronov, Alexander
_eauthor.
_9810070
245 1 0 _aContinuous-time Markov-modulated chains in operations research
260 _aNew Jersey :
_bWorld Scientific,
_c2024.
300 _axvi, 210p.
_b: ill.
_c; 24 cm.
504 _aIncludes bibliographical references.
520 _a"Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain is used eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used"--
650 0 _aMarkov processes.
_9449609
650 0 _aPoisson processes.
_9716530
650 0 _aOperations research.
700 1 _aMahareva, Kristina
_eco-author.
_9810071
942 _2CC
_cTEXL
_hB281N07 R4
_n0
999 _c1433095
_d1433095