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Cover of Continuous-Time Markov Chains and Applications

Continuous-Time Markov Chains and Applications

by George Yin

2013 427 pages eng

<p>This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial engineering. It presents results on asymptotic expansions of solutions of Komogorov forward and backward equations, prop…

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