Stochastic models [electronic resource] / edited by D.P. Heyman, M.J. Sobel.
One of the central problems in operations research and management science is how to quantify the effects of uncertainty about the future. This, the second volume in a series of handbooks, is devoted to models where chance events play a major role. The thirteen chapters survey topics in applied proba...
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| Online Access: |
Full Text (via ScienceDirect) |
|---|---|
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam ; New York : New York, NY, U.S.A. :
North-Holland ; Sole distributor for the U.S.A. and Canada, Elsevier Science Pub. Co.,
1990.
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| Series: | Handbooks in operations research and management science ;
v. 2. |
| Subjects: |
Table of Contents:
- Point processes / R.F. Serfozo
- Markov processes / A.F. Karr
- Martingales and random walks / H.M. Taylor
- Diffusion approximations / P.W. Glynn
- Computational methods in probability theory / W.K. Grassmann
- Statistical methods / J. Lehoczky
- Simulation experiments / B. Schmeiser
- Markov decision processes / M.L. Puterman
- Controlled continuous time Markov processes / R. Rishel
- Queueing theory / R.B. Cooper
- Queueing networks / J. Walrand
- Stochastic inventory theory / E.L. Porteus
- Reliability and maintainablilty / M. Shaked and J.G. Shanthikumar.