Constructive Computation in Stochastic Models with Applications: The RG-Factorizations provides a unified, constructive and algorithmicframework for numerical computation of many practical stochasticsystems. It summarizes recent important advances in computational studyof stochastic models from several crucial directions, such as stationarycomputation, transient solution,  asymptotic analysis, reward processes, decision processes, sensitivity analysis as well as game theory. Graduatestudents, researchers, and practicing engineers in the field of operations research, management sciences, applied probability, computer networks, manufacturing systems, transportation systems, insurance and finance, risk management and biological sciences will find this book valuable.


本书介绍了随机模型中计算技术的主要基础理论,总结了近十年来国内外所取得的新成果与进展。它构造性地建立了一般马尔可夫过程的RG-分解,其中RG-分解是马尔可夫过程与高斯消元法的完美结合,为求解无限维(或大型)线性方程组提供了有效途径。全书共分为三个部分。第一部分描述了如何把排队系统、可靠性工程、制造系统、计算机网络、交通系统、服务系统等应用随机模型转化为块型结构的马尔可夫过程,这为研究许多实际系统的性能评价、优化与决策提供了统一的数学理论框架。第二部分提供了研究随机模型的计算理论基础,包括Censoring不变性、RG-分解、RG-对偶性、谱分析、稳态计算、瞬态计算、渐近性分析、敏感性分析等。第三部分研究了随机模型中的一些热点问题,例如拟平稳分布、连续状态马尔可夫过程、马尔可夫报酬过程、马尔可夫决策过程、演化博弈论等。  本书的读者对象为代数、应用概率、运筹学、管理科学、制造系统、计算机网络、交通系统、服务系统、生物工程等领域中高年级大学生、研究生、科技人员与工程技术人员。


This book contains papers selected and presented at the 12th International Conference on Queueing Theory and Network Applications (QTNA 2017) held during August 21-23, 2017, in Qinhuangdao, China. The conference is organized by Yanshan University, China, and by the following sponsors: Academy of Mathematics and Systems Science, Chinese Academy of Sciences, National Natural Science Foundation of China, and Springer. The International Conference QTNA aims to promote the knowledge and the development of high-quality research on queueing theory and its applications in networks and other related fields. It brings together researchers, scientists, and practitioners from the world and offers an open forum to share the latest important research accomplishments and challenging problems in the area of queueing theory and network applications. The papers in this book presented disseminate the latest results covering up-to-date research fields such as performance modeling and analysis of telecommunication systems, retrial and vacation queueing models, optimization of queueing systems, modeling of social systems, and other application areas.


This book is dedicated to Jinhua Cao on the occasion of his 80th birthday. The title “Stochastic Models in Reliability, Network Security and System Safety” reflects the research interests and achievements of this outstanding scientist. We emphasize that one of Jinhua’s main contributions to China is that through offering many early classes and courses of reliability, he cultivated a lot of reliability talents who successfully fulfilled the urgent need of many practical areas in the process of China’s economic development, such as machinery, electronics, aerospace, weaponry, and so forth. For this book, we received 31 submissions from mainland China, Hong Kong, Japan, the UK, and the USA, most of which were invited from famous research groups related to reliability, stochastic operations research, and artificial intelligence. Finally, 25 papers were accepted as full papers appearing in this CCIS proceedings published by Springer, 4 congratulatory messages within 2 pages were accepted as congratulations on Jinhua’s 80th birthday, and an appendix lists Jinhua’s past publications. 

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