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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$ 94.00Provides 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...

#### Applied Diffusion Processes from Engineering to Finance

Wiley 2013; US$ 192.00The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three... more...

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

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

#### Lectures on Stochastic Analysis: Diffusion Theory

Cambridge University Press 1987; US$ 32.00This book is based on a course given at Massachusetts Institute of Technology. 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$ 48.00For students in pure and applied probability; lots of applications, fairly self-contained. more...

#### Markov Chains

Wiley 2013; US$ 139.00Markov chains are a fundamental class of stochastic processes. They are widely used to solve problems in a large number of domains such as operational research, computer science, communication networks and manufacturing systems. The success of Markov chains is mainly due to their simplicity of use, the large number of available theoretical results... more...