Bibliography

Last updated
Save as PDF

Page ID: 77517

\( \newcommand{\vecs}[1]{\overset { \scriptstyle \rightharpoonup} {\mathbf{#1}} } \) \( \newcommand{\vecd}[1]{\overset{-\!-\!\rightharpoonup}{\vphantom{a}\smash {#1}}} \)\(\newcommand{\id}{\mathrm{id}}\) \( \newcommand{\Span}{\mathrm{span}}\) \( \newcommand{\kernel}{\mathrm{null}\,}\) \( \newcommand{\range}{\mathrm{range}\,}\) \( \newcommand{\RealPart}{\mathrm{Re}}\) \( \newcommand{\ImaginaryPart}{\mathrm{Im}}\) \( \newcommand{\Argument}{\mathrm{Arg}}\) \( \newcommand{\norm}[1]{\| #1 \|}\) \( \newcommand{\inner}[2]{\langle #1, #2 \rangle}\) \( \newcommand{\Span}{\mathrm{span}}\) \(\newcommand{\id}{\mathrm{id}}\) \( \newcommand{\Span}{\mathrm{span}}\) \( \newcommand{\kernel}{\mathrm{null}\,}\) \( \newcommand{\range}{\mathrm{range}\,}\) \( \newcommand{\RealPart}{\mathrm{Re}}\) \( \newcommand{\ImaginaryPart}{\mathrm{Im}}\) \( \newcommand{\Argument}{\mathrm{Arg}}\) \( \newcommand{\norm}[1]{\| #1 \|}\) \( \newcommand{\inner}[2]{\langle #1, #2 \rangle}\) \( \newcommand{\Span}{\mathrm{span}}\)\(\newcommand{\AA}{\unicode[.8,0]{x212B}}\)

[1] Bellman, R., Dynamic Programming, Princeton University Press, Princeton, NJ., 1957.

[2] D. Bertsekas and J. Tsitsiklis, An Introduction to Probability Theory, 2nd Ed. Athena Scientific, Belmont, MA, 2008.

[3] Bertsekas, D. P., Dynamic Programming - Deterministic and Stochastic Models, Prentice Hall, Englewood Cliffs, NJ, 1987.

[4] Bhattacharya, R.N. & E.C. Waymire, Stochastic Processes with Applications, Wiley, NY, 1990.

[5] Dembo, A. and O. Zeitouni, Large Deviation Techniques and Applications, Jones & Bartlett Publishers, 1993.

[6] Doob, J. L., Stochastic Processes, Wiley, NY, 1953.

[7] Feller, W., An Introduction to Probability Theory and its Applications, vol 1, 3rd Ed., Wiley, NY, 1968.

[8] Feller, W., An Introduction to Probability Theory and its Applications, vol 2, Wiley, NY, 1966.

[9] Gallager, R.G., Discrete Stochastic Processes, Kluwer, Norwell MA 1996.

[10] Gantmacher, F. R., The Theory of Matrices, (English translation), Chelsea, NY, 1959 (2 volumes).

[11] Grimmett, G. and D. Starzaker, Probability and Random Processes, 3rd ed., Oxford University Press, Oxford G.B., 2001.

[12] Harris, T. E., The Theory of Branching Processes, Springer Verlag, Berlin, and Prentice Hall, Englewood Cliffs, NJ, 1963.

[13] Kelly, F.P. Reversibility and Stochastic Networks, Wiley, NY, 1979.

[14] Kolmogorov, A. N., Foundations of the Theory of Probability, Chelsea NY 1950 (Translation of Grundbegriffe der Wahrscheinlchksrechnung, Springer Berlin, 1933).

[15] Ross, S., A First Course in Probability, 4th Ed., McMillan & Co., 1994.

[16] Ross, S., Stochastic Processes, 2nd Ed., Wiley, NY, 1983.

[17] Rudin, W. Real and Complex Analysis, McGraw Hill, NY, 1966.

[18] Rudin, W. Principles of Mathematical Analysis 3rd Ed., McGraw Hill, NY, 1975.

[19] Strang, G. Linear Algebra, 4th Edition, Wellesley-Cambridge Press, Wellesley, MA 2009.

[20] Schweitzer, P. J. & A. Federgruen, ”The Asymptotic Behavior of Undiscounted Value Iteration in Markov Decision Problems,” Math. of Op. Res., 2, Nov.1967, pp 360-381.

[21] Wald, A. Sequential Analysis, Wiley, NY, 1947.

[22] Wolff, R. W. Stochastic Modeling and the Theory of Queues, Prentice Hall, Englewood Cliffs, NJ, 1989.

[23] Yates, R. D. & D.J. Goodman, Probability and Stochastic Processes, Wiley, NY, 1999.

[24] Yates, R. D., High Speed Round Robin Queueing Networks, LIDS-TH-1983, M.I.T., Cambridge MA, 1983.