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Markov Chains and Stochastic Stability

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Markov Chains and Stochastic Stability - Meyn, Sean P, and Tweedie, Richard L
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Meyn and Tweedie is back! The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, ...

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Markov Chains and Stochastic Stability 2012, Springer, London

ISBN-13: 9781447132691

1993 edition

Trade paperback

Markov Chains and Stochastic Stability 2009, Cambridge University Press, Cambridge

ISBN-13: 9780521731829

2nd edition

Trade paperback

Markov Chains and Stochastic Stability 1993, Springer, London, England

ISBN-13: 9780387198323

Hardcover