Continuous-Time Markov Chains and Applications

1. Introduction and Overview
G. George Yin, Qing Zhang

2. Mathematical Preliminaries
G. George Yin, Qing Zhang

3. Markovian Models
G. George Yin, Qing Zhang

4. Asymptotic Expansions of Solutions for Forward Equations
G. George Yin, Qing Zhang

5. Occupation Measures: Asymptotic Properties and Ramification
G. George Yin, Qing Zhang

6. Asymptotic Expansions of Solutions for Backward Equations
G. George Yin, Qing Zhang

7. Markov Decision Problems
G. George Yin, Qing Zhang

8. Stochastic Control of Dynamical Systems
G. George Yin, Qing Zhang

9. Numerical Methods for Control and Optimization
G. George Yin, Qing Zhang

10. Hybrid LQG Problems
G. George Yin, Qing Zhang

Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Calculus of Variations and Optimal Control, Optimization, Operations Research, Management Science, Appl.Mathematics/Computational Methods of Engineering