Stokastik

Often, real-world problems modeled by Markov decision processes (MDPs) are difficult to solve in practise because of the curse of dimensionality. In others, explicit specification …

Most of the natural and biological phenomena such as solute transport in porous media exhibit variability which can not be modeled by using deterministic approaches. There is …

The material in this book was first presented as a one-semester course in Relia- bility Theory and Preventive Maintenance for M.Sc. students of the Industrial Engineering …

Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This …

This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision processes or Markov …

This IMA Volume in Mathematics and its Applications STOCHASTIC MODELS IN GEOSYSTEMS is based on the proceedings of a workshop with the same title and was an integral part of the …

This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 8th-24th July, 1999. We thank the authors for all the hard work they …

In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of …