Matrix-analytic Methods in Stochastic Models

Stochastic phenomena play a central role in various scientific disciplines and underpin applications in popular industrial sectors. The purpose of the book is to introduce the reader to advanced conce

This book presents a self-contained, comprehensive, and yet concise and condensed overview of the theory and methods of probability, integration, stochastic processes, optimal control, and their conne

This book introduces data-driven remaining useful life prognosis techniques, and shows how to utilize the condition monitoring data to predict the remaining useful life of stochastic degrading systems

This is a monograph on the detection and estimation of changes in non-stationary stochastic models. It covers retrospective and sequential change-point detection, as well as hypothesis testing, in bot

Decision-making is an important task no matter the industry. Operations research, as a discipline, helps alleviate decision-making problems through the extraction of reliable information related to th

This book addresses two-person zero-sum finite games in which the payoffs in any situation are expressed with fuzzy numbers. The purpose of this book is to develop a suite of effective and efficient l

This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal solutions that are insensitive with res

The book includes lectures given by the plenary and key speakers at the 9th International ISAAC Congress held 2013 in Krakow, Poland. The contributions treat recent developments in analysis and surrou

This book describes a system of mathematical models and methods that can be used to analyze real economic and managerial decisions and to improve their effectiveness. Application areas include: manage

Matrix algorithms are at the core of scientific computing and are indispensable tools in most applications in engineering. This book offers a comprehensive and up-to-date treatment of modern methods i

Surveying standard models and including their mathematical foundations, this book explains the methodology at the heuristic level of dynamical systems and the like, as well as detailing common yet vit

This book provides an in-depth treatment of the modern and rigorous mathematical methods and models applied to composites modeling on micro-, meso- and macroscale. The diversity of such methods and mo

Since their first introduction in natural sciences through the work of Einstein on Brownian motion in 1905 and further works, in particular by Langevin, Smoluchowski and others, stochastic processes h

This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically,

This book is an integrated approach to kinematic and dynamic analysis. The matrix techniques presented are general and fully applicable to two- or three-dimensional systems. They lend themselves to programming and digital computation and can act as the basis of a usable tool for designers. Techniques have broad applicability to the design analysis of all multibody mechanical systems. The more powerful and more flexible the approach, and the less specialisation and reprogramming required for each application, the better. The matrix methods presented have been developed using these ideas as primary goals. Matrix methods can be applied by hand to such problems as the slider-crank mechanism, but this is not the intent of this text, and often the rigor required for such an attempt becomes quite burdensome in comparison with other techniques. The matrix methods have been extensively tested, both in the classroom and in the world of engineering industry.

Mathematical biomedicine is a rapidly developing interdisciplinary field of research that connects the natural and exact sciences in an attempt to respond to the modeling and simulation challenges rai

The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues relate

A wide variety of problems in engineering and applied science can be formulated as diffusion processes on motion groups. This textbook takes the unique perspective of presenting underlying equations

The Bulletin of the American Mathematical Society acclaimed this text as "a welcome addition" to the literature of nonstandard analysis, a field related to number theory, algebra, and topology. The fi

Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and out

Elden (numerical analysis, Linkoping U.) uses as examples handwritten digits, text summarization, pagerank computations made famous by a certain very popular search engine (the name of which is now us

This introductory treatment surveys useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a hi

Writing for graduate students dealing with stochastic processes in a range of fields (such as operations research, management science, engineering, computer science, applied mathematics, and economics

The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Cour

This book contains 12 contributions on stochastic models in reliability and maintenance. Written by the leading researchers on each topic, each contribution surveys the current status on stochastic mo

Our daily lives can be maintained by the high-technology systems. Computer systems are typical examples of such systems. We can enjoy our modern lives by using many computer systems. Much more importa

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerica

Linear matrix inequalities have recently emerged as useful tools for solving a number of control problems. This book provides an up-to-date account of the LMI method and covers topics such as recent L

This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while a

International experts from around the globe present a rich variety of intriguing developments in time series analysis in hydrology and environmental engineering. Climatic change is of great concern to

Clear, accessible guide requires little prior knowledge and considers just two topics: paraxial imaging and polarization. Lucid discussions of paraxial imaging properties of a centered optical system,

This volume clearly outlines the methods used to study population structure and change by presenting the major descriptive and analytical models developed by demographers to investigate the interrelat