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Foundations of Average-Cost Nonhomogeneous Controlled Markov Chains

Xi-Ren Cao

This Springer brief addresses the challenges encountered in the study of  the optimization of time-nonhomogeneous Markov chains. It develops new insights and new methodologies for systems in which concepts such as stationarity, ergodicity, periodicity and...



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52,74 l'ebook
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Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems

Xi-Ren Cao

This monograph applies the relative optimization approach to time nonhomogeneous continuous-time and continuous-state dynamic systems. The approach is intuitively clear and does not require deep knowledge of the mathematics of partial differential equations. The topics...



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147,69 l'ebook
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