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1.
Numerical methods for stochastic control problems in continuous time by Harold J. Kushner and Paul Dupuis by
  • Kushner, Harold J
  • Dupuis, Paul
Series: ; | Applications of mathematics ; 24.
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: New York Springer C2001
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 003.76 KUS.

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2.
Continuous time Markov processes : an introduction Thomas M. Liggett by
  • Liggett, Thomas M
Series: ; | Graduate studies in mathematics ; 113.
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .
Publication details: RI American Mathematical Society 2010
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 LIG.
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3.
Stochastic population processes : analysis, approximations, simulations by Eric Renshaw by
  • Renshaw, Eric
Series: ;
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: New York: Oxford University Press, 2011
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 REN.
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4.
Probability, Markov chains, queues and simulation : the mathematical basis of performance modeling by William J. Stewart by
  • Stewart, William J
Series: ;
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: Princeton: Princeton University Press, 2009
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.20113 STE.
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5.
Markov chains: Gibbs fields, Monte Carlo simulation, and queues by Pierre Brémaud by
  • Brémaud, Pierre
Series: ; | Texts in applied mathematics ; 31
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: New York: Springer, 1999
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 BRE .
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6.
Markov chains with stationary transition probabilities by Kai Lai Chung by
  • Chung, Kai Lai
Series: ; | Die Grundlehren der mathematischen Wissenschaften in Einzeldarstellungen ; Bd 104
Edition: 2nd ed.
Material type: Text Book
Current publication frequency: .
Publication details: New York: Springer, 1967
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.1 CHU.
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7.
Selected topics on continuous time controlled Markov chains and Markov games byTomás Prieto-Rumeau, Onésimo Hernández-Lerma by
  • Prieto-Rumeau, Tomás
  • Hernández-Lerma, O
Series: ; | ICP advanced texts in mathematics ; v. 5
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .
Publication details: London Imperial College Press 2012
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 PRI.
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8.
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Systems study of urban response and reconstruction due to catastrophic earthquakes by F. Kozin and H.K. Zhou by
  • Kozin, F
  • NCEER Buffalo). 22/09/1988
  • Zhou, H.K
Series: ; | Technical report (National Center for Earthquake Engineering Research (U.S.)) ; NCEER-88-0027
Edition:
Material type: Text Book
Current publication frequency: .
Publication details: Buffalo,: National Center for Earthquake Engineering Research, State University of New York at Buffalo, 1988
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 624.1762 KOZ.

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9.
Finite Markov processes and their applications by Marius Iosifescu by
  • Iosifescu, Marius
Series: ;
Edition:
Material type: Text Book
Current publication frequency: .Language: English
Publication details: New York: Dover Publication, 2007
Availability: Items available for loan: IIT Gandhinagar (2)Call number: 519.23 LOS, ...
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10.
Non-negative matrices and Markov chains : Series: Springer series in statistics / by E. Seneta . by
  • Seneta, E
Series: ; | Springer series in statistics
Edition: 2nd ed.
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: New York Springer 2006
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 512.9434 SEN.
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11.
Markov processes: characterization and convergence by Stewart N. Ethier by
  • Ethier, Stewart N
  • Kurtz, Thomas G
Series: ; | Wiley series in probability and statistics
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: New York Wiley Interscience 2005
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 ETH.
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12.
Multidimensional diffusion processes by Daniel W Stroock by
  • Stroock, Daniel W
  • Varadhan, S.R.S
Series: ;
Edition:
Material type: Text Book
Current publication frequency: .Language: English
Publication details: New York: Springer, 1997
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 STR.
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13.
Introduction to the theory of random processes by I.I. Gikhman by
  • Gikhman, I. I
  • Skorokhod, A. V
Series: ;
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: New York Dover Publication 1996
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.23 GIK.
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14.
Theory of stochastic processes iii by Iosif I. Gikhman by
  • Gikhman, Iosif I
  • Skorokhod, Anatoli V
Series: ;
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: New York Springer 2007
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.23 GIK.
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15.
Theory of stochastic processes II by I.I. Gihman by
  • Gikhman, Iosif I
  • Skorokhod, Anatoli V
Series: ;
Edition:
Material type: Text Book; Format: print ; Literary form: Not fiction
Current publication frequency: .Language: English
Publication details: New York Springer 1975
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 GIK.
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16.
Controlled Markov processes and viscosity solutions by
  • Fleming, Wendell H
  • Soner, H. Mete
Edition: 2nd ed.
Publication details: New York: Springer, 2006
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 FLE.
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17.
Markov models & optimization by
  • Davis, M.H. A
Publication details: USA Taylor & Francis Group 1993
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 003.85 DAV.

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18.
Markov chains and stochastic stability by
  • Meyn, Sean
  • Tweedie, Richard L
Publication details: Cambridge: Cambridge University Press, 2009
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 MEY.

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19.
Understanding markov chains: examples and applications by
  • Privault, Nicolas
Edition: 2nd
Publication details: Singapore: Springer, 2018
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 PRI.

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20.
Stochastic differential equations and applications by
  • Friedman, Avner
Series: Dover Books on Mathematics
Publication details: Mineola: Dover Publications 1976
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.2 FRI.

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