QPLEX A Computational Modeling and Analysis Methodology for Stochastic Systems

Free Download QPLEX: A Computational Modeling and Analysis Methodology for Stochastic Systems
English | 2025 | ISBN: 3031748697 | 369 Pages | PDF EPUB (True) | 34 MB
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.

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