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Stochastic Control in Insuranceby Hanspeter Schmidli
Springer 2006; US$ 99.00Provides an introduction to stochastic control techniques, both in discrete and continuous time. This book applies the principles to several problems in actuarial mathematics which show how verification theorems and existence theorems may be proved. It is suitable for graduate and postgraduate students of actuarial and financial mathematics. more...
Retrial Queueing Systemsby Jesús R. Artalejo; Antonio Gómez-corral
Springer 2008; US$ 139.00The application of auto-repeat facilities in telephone systems, as well as the use of random access protocols in computer networks, have led to growing interest in retrial queueing models. Since much of the theory of retrial queues is complex from an analytical viewpoint, with this book the authors give a comprehensive and updated text focusing on approximate techniques and algorithmic methods for solving the analytically intractable models. Retrial Queueing Systems: A Computational Approach also Presents motivating examples in telephone and computer networks. Establishes a comparative analysis of the retrial queues versus standard queues with waiting lines and queues with losses. Integrates a wide range of techniques applied to the main M/G/1... more...
Queuing Theoryby Lester Lipsky
Springer 2008; US$ 79.95Deals with systems where there is contention for resources, but the demands are only known probabilistically. This book is suitable for those who already know Queueing Theory but would like to know more of the Linear Algebraic Approach; and also for students who don't have a strong background in probability. more...
Stochastic Network Calculusby Yuming Jiang; Yong Liu
Springer 2008; US$ 109.00Network calculus, a theory dealing with queuing systems found in computer networks, focuses on performance guarantees. This title presents a comprehensive treatment for the stochastic service-guarantee analysis research and provides basic introductory material on the subject, as well as discusses the various researches in the area. more...
Queueing Networksby Richard J. Boucherie; Nico M. van Dijk
Springer 2011; US$ 199.00This handbook aims to highlight fundamental, methodological and computational aspects of networks of queues to provide insights and to unify results that can be applied in a more general manner. The handbook is organized into five parts:Part 1 considers exact analytical results such as of product form type. Topics include characterization of product forms by physical balance concepts and simple traffic flow equations, classes of service and queue disciplines that allow a product form, a unified description of product forms for discrete time queueing networks, insights for insensitivity, and aggregation and decomposition results that allow sub networks to be aggregated into single nodes to reduce computational burden.Part 2 looks at monotonicity... more...
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