Stochastic Dynamic Programming and the Control of Queueing Systems

Rating:
Summary: Good book for stochastic DP
Review: I have read other books of "Stochastic Processes" by Ross,"Introduction to Stochastic Processes" by Stone.Certainly this book is a good one to span you knowledge.Largely it covers Queueing Systems in the later part,but a really really nice introduction to the terms necessary.

If you are familiar to these terms of Stochastic Processes i would highly recommend it.If not so,even then first 4 chapters talk abt finite and infinte horizon optimization,introduces you to other necessary terms.And then just go go go.

The FTP site of the publisher lets you download the pascal programmes so that u can run them and test them for your own purpose.

The problems at the end of the each chapter is the best way to test your learnt knowledge,they are little bit mind teasers(I felt so).

OverAll a good book for those who are comfortable with LOTS of equations and Probablity.