Systems in Stochastic Equilibrium

E695663

Systems in Stochastic Equilibrium is a seminal mathematical monograph by Peter Whittle that develops the theory of stochastic processes and their long-run equilibrium behavior in complex systems.

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Predicate Object
instanceOf book
mathematical monograph
appliesTo communication systems models
complex systems with random dynamics
operations research models
queueing networks
author Peter Whittle NERFINISHED
contribution analyzes long‑run equilibrium behavior of stochastic processes
applies stochastic equilibrium concepts to applied probability models
develops a general framework for stochastic equilibrium in complex systems
develops conditions for existence of stochastic equilibrium
conditions for uniqueness of stochastic equilibrium
methods for characterizing equilibrium distributions
techniques for analyzing stability of stochastic systems
field applied mathematics
probability theory
stochastic modeling
stochastic processes
genre mathematics literature
technical monograph
hasImpactOn applied probability
queueing theory
stochastic control and optimization
theory of stochastic networks
hasTheoreticalFocus equilibrium distributions
limiting behavior of random processes
rigorous analysis of stochastic systems
stability of stochastic systems
influencedBy Markov process theory
ergodic theory
queueing theory
intendedAudience advanced graduate students in probability and stochastic processes
operations researchers
probabilists
research mathematicians
language English
mainSubject Markov processes NERFINISHED
ergodic theory of stochastic processes
long‑run behavior of stochastic systems
queueing systems
stationary distributions
stochastic equilibrium
stochastic networks
relatedTo Markov decision processes NERFINISHED
renewal theory
stationary stochastic processes
relatedWork Optimization Over Time NERFINISHED
Probability via Expectation NERFINISHED

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Peter Whittle notableWork Systems in Stochastic Equilibrium