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Modeling, Analysis, Design, and Control of Stochastic Systems, 2e

Modeling and Analysis of Stochastic Systems, 2e

Written for graduate students, this book is designed for a two-course study in stochastic models. The text presents examples that teach readers how to build stochastic models of real-life systems. Readers then learn how to analyze these models to predict their performance, and how to use the analysis to design and control the systems. The revised second edition contains a new chapter on diffusion processes, as well as additional examples and exercises.

In addition, a supplemental set of MATLAB code files is available for download.

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About This Book

Vidyadhar G. Kulkarni, University of North Carolina

CRC Press, Inc., 2010

ISBN: 978-1-4398-0875-7
Language: English