QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
This book introduces QPLEX, a powerful computational framework designed for modeling and analyzing nonstationary stochastic systems with large state spaces. The methodology excels at rapidly and accurately generating approximate distributions of system performance over time, offering a robust tool f...
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| Format: | Online |
| Idioma: | anglès |
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Springer Nature
2025
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| Accés en línia: | ONIX_20250113_9783031748707_20 |
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| _version_ | 1869524879043198976 |
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| author | Dieker, Antonius B. Hackman, Steven T. |
| author_browse | Dieker, Antonius B. Hackman, Steven T. |
| author_facet | Dieker, Antonius B. Hackman, Steven T. |
| author_sort | Dieker, Antonius B. |
| collection | Directory of Open Access Books |
| description | This book introduces QPLEX, a powerful computational framework designed for modeling and analyzing nonstationary stochastic systems with large state spaces. The methodology excels at rapidly and accurately generating approximate distributions of system performance over time, offering a robust tool for understanding the dynamics of such systems. QPLEX circumvents the curse of dimensionality by imposing conditional independence, which may be represented via a probabilistic graphical model, and exploiting model dynamics. It is specifically crafted for transient analysis of nonstationary systems, often encountered in practical applications but rarely addressed by traditional techniques. It can work directly with empirical distributions and requires no stability assumptions. Since its output is not noisy, QPLEX is tailor-made for sensitivity analysis and optimization. The methodology’s few model primitives are flexible enough to specify a rich array of models. For example, models representing queueing networks can exhibit challenging characteristics such as short operational horizons; time-varying arrival rates, service durations, and numbers of servers; and complex routing of entities. The text is accessible to those with engineering, computer science, or mathematics backgrounds and knowledge of probability and stochastic models at the advanced undergraduate level. Many fully worked-out examples aid the comprehension of the concepts and calculations, ensuring readers can effectively apply the methods to real-world systems and making this book a valuable resource for researchers and practitioners alike. This is an open access book. |
| format | Online |
| id | doab-20.500.12854ir-150093 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2025 |
| publishDateRange | 2025 |
| publishDateSort | 2025 |
| publisher | Springer Nature |
| publisherStr | Springer Nature |
| record_format | ojs |
| spelling | doab-20.500.12854ir-1500932025-07-21T15:43:56Z QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems Dieker, Antonius B. Hackman, Steven T. Transient analysis Curse of dimensionality Conditional independence Probabilistic graphical model thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics This book introduces QPLEX, a powerful computational framework designed for modeling and analyzing nonstationary stochastic systems with large state spaces. The methodology excels at rapidly and accurately generating approximate distributions of system performance over time, offering a robust tool for understanding the dynamics of such systems. QPLEX circumvents the curse of dimensionality by imposing conditional independence, which may be represented via a probabilistic graphical model, and exploiting model dynamics. It is specifically crafted for transient analysis of nonstationary systems, often encountered in practical applications but rarely addressed by traditional techniques. It can work directly with empirical distributions and requires no stability assumptions. Since its output is not noisy, QPLEX is tailor-made for sensitivity analysis and optimization. The methodology’s few model primitives are flexible enough to specify a rich array of models. For example, models representing queueing networks can exhibit challenging characteristics such as short operational horizons; time-varying arrival rates, service durations, and numbers of servers; and complex routing of entities. The text is accessible to those with engineering, computer science, or mathematics backgrounds and knowledge of probability and stochastic models at the advanced undergraduate level. Many fully worked-out examples aid the comprehension of the concepts and calculations, ensuring readers can effectively apply the methods to real-world systems and making this book a valuable resource for researchers and practitioners alike. This is an open access book. 2025-01-21T04:43:38Z 2025-01-21T04:43:38Z 2025-01-13T13:44:27Z 2025 book ONIX_20250113_9783031748707_20 https://library.oapen.org/handle/20.500.12657/96996 9783031748707 9783031748691 https://directory.doabooks.org/handle/20.500.12854/150093 eng Springer Series in Operations Research and Financial Engineering open access image/jpeg n/a https://library.oapen.org/bitstream/20.500.12657/96996/1/9783031748707.pdf Springer Nature Springer Nature Switzerland 10.1007/978-3-031-74870-7 10.1007/978-3-031-74870-7 9fa3421d-f917-4153-b9ab-fc337c396b5a a7f4b574-3ab5-480d-8e8d-a5b7b6071449 256d2ab3-d478-4fef-8a4a-70fdbd608b64 9783031748707 9783031748691 Springer Nature Switzerland 355 Cham [...] Columbia University Columbia 10.13039/100006474 open access |
| spellingShingle | Transient analysis Curse of dimensionality Conditional independence Probabilistic graphical model thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics Dieker, Antonius B. Hackman, Steven T. QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems |
| title | QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems |
| title_full | QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems |
| title_fullStr | QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems |
| title_full_unstemmed | QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems |
| title_short | QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems |
| title_sort | qplex a computational modeling and analysis methodology for stochastic systems |
| topic | Transient analysis Curse of dimensionality Conditional independence Probabilistic graphical model thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics |
| topic_facet | Transient analysis Curse of dimensionality Conditional independence Probabilistic graphical model thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWH Mathematical modelling thema EDItEUR::T Technology, Engineering, Agriculture, Industrial processes::TB Technology: general issues::TBJ Maths for engineers thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics thema EDItEUR::P Mathematics and Science::PB Mathematics::PBW Applied mathematics::PBWL Stochastics |
| url | ONIX_20250113_9783031748707_20 |
| work_keys_str_mv | AT diekerantoniusb qplexacomputationalmodelingandanalysismethodologyforstochasticsystems AT hackmanstevent qplexacomputationalmodelingandanalysismethodologyforstochasticsystems |