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Finite Markov Processes and Their Applications
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Pages: 305
Authors: Marius Iosifescu
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Type: BOOK - Published: 2014-07-01 - Publisher: Courier Corporation

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A self-contained treatment of finite Markov chains and processes, this text covers both theory and applications. Author Marius Iosifescu, vice president of the
Finite Markov Chains and Algorithmic Applications
Language: en
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Authors: Olle Häggström
Categories: Mathematics
Type: BOOK - Published: 2002-05-30 - Publisher: Cambridge University Press

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Based on a lecture course given at Chalmers University of Technology, this 2002 book is ideal for advanced undergraduate or beginning graduate students. The aut
Poisson Point Processes and Their Application to Markov Processes
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Authors: Kiyosi Itô
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Type: BOOK - Published: 2015-12-24 - Publisher: Springer

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An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by
Markov Chains
Language: en
Pages: 282
Authors: Dean L. Isaacson
Categories: Mathematics
Type: BOOK - Published: 1976-03-05 - Publisher: John Wiley & Sons

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Fundamental concepts of Markov chains; The classical approach to markov chains; The algebraic approach to Markov chains; Nonstationary Markov chains and the erg
Markov Decision Processes with Applications to Finance
Language: en
Pages: 393
Authors: Nicole Bäuerle
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Type: BOOK - Published: 2011-06-06 - Publisher: Springer Science & Business Media

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The theory of Markov decision processes focuses on controlled Markov chains in discrete time. The authors establish the theory for general state and action spac