Bøker i Stochastic Modeling Series-serien

This book presents similarity between Gaussian and non-Gaussian stable multivariate distributions and introduces the one-dimensional stable random variables. It discusses the most basic sample path properties of stable processes, namely sample boundedness and continuity.

Offers an approach for the study of constrained Markov decision processes. This book considers a controller that minimizes one cost objective, subject to inequality constraints on others. It is divided into three sections that build upon each other, providing frameworks and algorithms for a variety of applications.