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#### Selected Topics on Continuous-time Controlled Markov Chains and Markov Games

World Scientific Publishing Company 2012; US$ 88.00This book concerns continuous-time controlled Markov chains, also known as continuous-time Markov decision processes. They form a class of stochastic control problems in which a single decision-maker wishes to optimize a given objective function. This book is also concerned with Markov games, where two decision-makers (or players) try to optimize their... more...

#### A First Course in Probability and Markov Chains

Wiley 2012; US$ 94.00 US$ 81.47Provides an introduction to basic structures of probability with a view towards applications in information technology A First Course in Probability and Markov Chains presents an introduction to the basic elements in probability and focuses on two main areas. The first part explores notions and structures in probability, including combinatorics,... more...

#### Examples in Markov Decision Processes

World Scientific Publishing Company 2012; US$ 79.00This invaluable book provides approximately eighty examples illustrating the theory of controlled discrete-time Markov processes. Except for applications of the theory to real-life problems like stock exchange, queues, gambling, optimal search etc, the main attention is paid to counter-intuitive, unexpected properties of optimization problems. Such... more...

#### Lectures on Stochastic Analysis: Diffusion Theory

Cambridge University Press 1987; US$ 32.00 US$ 26.24This book is based on a course given at Massachusetts Institute of Technology. more...

#### Brownian Motion, Hardy Spaces and Bounded Mean Oscillation

Cambridge University Press 1977; US$ 44.00 US$ 36.08An exposition of research on the martingale and analytic inequalities associated with Hardy spaces and functions of bounded mean oscillation (BMO). more...

#### Random Walk in Random and Non-Random Environments

World Scientific Publishing Company 2013; US$ 78.00The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking... more...

#### Matrix-Analytic Methods

World Scientific Publishing Company 2002; US$ 158.00Matrix-analytic methods are fundamental to the analysis of a family of Markov processes rich in structure and of wide applicability. They are extensively used in the modelling and performance analysis of computer systems, telecommunication networks, network protocols and many other stochastic systems of current commercial and engineering interest.This... more...

#### Markov Chains

Cambridge University Press 1998; US$ 48.00 US$ 39.36For students in pure and applied probability; lots of applications, fairly self-contained. more...

#### The Dynamics of Discrete Populations and Series of Events

CRC Press 2014; US$ 81.95Discrete phenomena are an important aspect of various complex systems, acting both as underlying driving mechanisms and as manifestations of diverse behaviours. However, the characterisation of these discrete phenomena requires models that go beyond those featured in existing books. Largely concerned with mathematical models used to describe time-varying... more...

#### Markov Processes from K. Ito's Perspective (AM-155)

Princeton University Press 2003; US$ 80.00 US$ 64.00Kiyosi Itô's greatest contribution to probability theory may be his introduction of stochastic differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric ideas that guided him, this book gives an account of Itô's program. The modern theory of Markov processes was initiated by A. N. Kolmogorov.... more...