Analytic perturbation theory and its applications / Konstantin E. Avrachenkov, Inria Sophia Antipolis, Sophia Antipolis, France, Jerzy A. Filar, Flinders University, Adelaide, Australia, Phil G. Howlett, University of South Australia, Adelaide, Australia.
We live in an era in which mathematical models - or systems - are used to describe complex phenomena (climate change dynamics, stock markets, the Internet, logistics, etc.). These systems typically depend on one or more parameters that are assigned nominal values based on current understanding of th...
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| Language: | English |
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Philadelphia, Pennsylvania :
Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104),
2013.
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Table of Contents:
- Preface
- Introduction and motivation
- Part I. Finite dimensional perturbations
- Inversion of analytically perturbed matrices
- Perturbation of null spaces, eigenvectors, and generalized inverses
- Polynomial perturbation of algebraic nonlinear systems
- Part II. Applications to optimization and Markov process
- Applications to optimization
- Applications to Markov chains
- Applications to Markov decision processes
- Part iii. Infinite dimensional perturbations
- Analytic perturbation of linear operators
- Background on Hilbert spaces and Fourier analysis
- Bibliography
- Index.