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Stochastic models

Author: Daniel P Heyman; Matthew J Sobel
Publisher: Amsterdam ; New York : North-Holland ; New York, NY, U.S.A. : Sole distributor for the U.S.A. and Canada, Elsevier Science Pub. Co., 1990.
Series: Handbooks in operations research and management science, v. 2.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

One of the central problems in operations research and management science is how to quantify the effects of uncertainty about the future. This book discusses models where chance events play a major  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Daniel P Heyman; Matthew J Sobel
ISBN: 0444874739 9780444874733
OCLC Number: 20825298
Description: xv, 723 pages ; 25 cm.
Contents: Point processes / R.F. Serfozo --
Markov processes / A.F. Karr --
Martingales and random walks / H.M. Taylor --
Diffusion approximations / P.W. Glynn --
Computational methods in probability theory / W.K. Grassmann --
Statistical methods / J. Lehoczky --
Simulation experiments / B. Schmeiser --
Markov decision processes / M.L. Puterman --
Controlled continuous time Markov processes / R. Rishel --
Queueing theory / R.B. Cooper --
Queueing networks / J. Walrand --
Stochastic inventory theory / E.L. Porteus --
Reliability and maintainablilty / M. Shaked and J.G. Shanthikumar.
Series Title: Handbooks in operations research and management science, v. 2.
Responsibility: edited by D.P. Heyman, M.J. Sobel.
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