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Ditemukan 4 dokumen yang sesuai dengan query
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Goodman, Roe
Introduction to stochastic models
Menlo Park, California: Benjamin/Cummings, 1988
519.2 GOO i
Buku Teks SO  Universitas Indonesia Library
cover
Lifshits, Mikhail
Random processes by example
" This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes. Next, it illustrates general concepts by handling a transparent but rich example of a "teletraffic model". A minor tuning of a few parameters of the model leads to ... "
New Jersey: WSPC, 2014
519.2 LIF r
Buku Teks SO  Universitas Indonesia Library
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Borovkov, Konstantin
Elements of stochastic modelling
" This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time ... "
New Jersey: World Scientific, 2014
519.23 BOR e
Buku Teks SO  Universitas Indonesia Library
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Stein, Jerome L.
Stochastic optimal control and the U.S. financial debt crisis
" [Stochastic Optimal Control (SOC), a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process under uncertainty—has proven incredibly helpful to understanding and predicting debt crises and evaluating proposed financial regulation and risk management. Stochastic Optimal Control and the U.S. Financial Debt Crisis analyzes SOC in relation to the 2008 U.S. financial crisis, and offers a detailed framework depicting why such a methodology is best suited for reducing ... "
New York: [Springer, ], 2012
e20397304
eBooks  Universitas Indonesia Library