Modeling, analysis, design, and control of stochastic system / V.G. Kulkarni
- 作者： Kulkarni, Vidyadhar G
- 其他題名：
- Springer texts in statistics
- 出版： New York : Springer c1999
- 叢書名： Springer texts in statistics
- 主題： Stochastic processes
- ISBN： 0387987258 (hardcover : alk. paper) :: NT1,060
- 書目註：Includes bibliographical references (p. [369]) and index
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讀者標籤：
- 系統號： 005100604 | 機讀編目格式
館藏資訊
An introductory level text on stochastic modelling, suited for undergraduates or graduates in actuarial science, business management, computer science, engineering, operations research, public policy, statistics, and mathematics. It employs a large number of examples to show how to build stochastic models of physical systems, analyse these models to predict their performance, and use the analysis to design and control them. The book provides a self-contained review of the relevant topics in probability theory: In discrete and continuous time Markov models it covers the transient and long term behaviour, cost models, and first passage times; under generalised Markov models, it covers renewal processes, cumulative processes and semi-Markov processes. All the material is illustrated with many examples, and the book emphasises numerical answers to the problems. A software package called MAXIM, which runs on MATLAB, is available for downloading.