2013, ISBN: 1461463114
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Markov Chains / Models, Algorithms and Applications / Wai-Ki Ching (u. a.) / Buch / International Series in Operations Research & Management Science / HC gerader Rücken kaschiert / xvi / Englisch - copertina rigida, flessible
2013, ISBN: 9781461463115
[ED: Gebunden], [PU: Springer US], This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises… Altro …
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Markov Chains | Models, Algorithms and Applications | Wai-Ki Ching (u. a.) | Buch | International Series in Operations Research & Management Science | HC gerader Rücken kaschiert | xvi | Englisch - copertina rigida, flessible
2013, ISBN: 9781461463115
[ED: Gebunden], [PU: Springer US], This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises… Altro …
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2013, ISBN: 1461463114
[EAN: 9781461463115], Neubuch, [SC: 0.0], [PU: Springer US Mrz 2013], ENTSCHEIDUNGSTHEORIE; OPERATIONS RESEARCH; UNTERNEHMENSFORSCHUNG; STOCHASTIK; WAHRSCHEINLICHKEIT - WAHRSCHEINLICHKEIT… Altro …
ISBN: 9781461463115
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management sci… Altro …
ISBN: 9781461463115
This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science… Altro …
Markov Chains / Models, Algorithms and Applications / Wai-Ki Ching (u. a.) / Buch / International Series in Operations Research & Management Science / HC gerader Rücken kaschiert / xvi / Englisch - copertina rigida, flessible
2013, ISBN: 9781461463115
[ED: Gebunden], [PU: Springer US], This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises… Altro …
Markov Chains | Models, Algorithms and Applications | Wai-Ki Ching (u. a.) | Buch | International Series in Operations Research & Management Science | HC gerader Rücken kaschiert | xvi | Englisch - copertina rigida, flessible
2013, ISBN: 9781461463115
[ED: Gebunden], [PU: Springer US], This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises… Altro …
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This new edition of Markov Chains: Models, Algorithms and Applications has been completely reformatted as a text, complete with end-of-chapter exercises, a new focus on management science, new applications of the models, and new examples with applications in financial risk management and modeling of financial data.
This book consists of eight chapters. Chapter 1 gives a brief introduction to the classical theory on both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods for solving linear systems will be introduced for finding the stationary distribution of a Markov chain. The chapter then covers the basic theories and algorithms for hidden Markov models (HMMs) and Markov decision processes (MDPs).
Chapter 2 discusses the applications of continuous time Markov chains to model queueing systems and discrete time Markov chain for computing the PageRank, the ranking of websites on the Internet. Chapter 3 studies Markovian models for manufacturing and re-manufacturing systems and presents closed form solutions and fast numerical algorithms for solving the captured systems. In Chapter 4, the authors present a simple hidden Markov model (HMM) with fast numerical algorithms for estimating the model parameters. An application of the HMM for customer classification is also presented.
Chapter 5 discusses Markov decision processes for customer lifetime values. Customer Lifetime Values (CLV) is an important concept and quantity in marketing management. The authors present an approach based on Markov decision processes for the calculation of CLV using real data.
Chapter 6 considers higher-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. Efficient estimation methods for model parameters based on linear programming are presented. Contemporary research results on applications to demand predictions, inventory control and financial risk measurement are also presented. In Chapter 7, a class of parsimonious multivariate Markov models is introduced. Again, efficient estimation methods based on linear programming are presented. Applications to demand predictions, inventory control policy and modeling credit ratings data are discussed. Finally, Chapter 8 re-visits hidden Markov models, and the authors present a new class of hidden Markov models with efficient algorithms for estimating the model parameters. Applications to modeling interest rates, credit ratings and default data are discussed.
This book is aimed at senior undergraduate students, postgraduate students, professionals, practitioners, and researchers in applied mathematics, computational science, operational research, management science and finance, who are interested in the formulation and computation of queueing networks, Markov chain models and related topics. Readers are expected to have some basic knowledge of probability theory, Markov processes and matrix theory.
Informazioni dettagliate del libro - Markov Chains: Models, Algorithms and Applications Wai-Ki Ching Author
EAN (ISBN-13): 9781461463115
ISBN (ISBN-10): 1461463114
Copertina rigida
Anno di pubblicazione: 2013
Editore: Springer US Core >2
243 Pagine
Peso: 0,522 kg
Lingua: Englisch
Libro nella banca dati dal 2008-03-15T21:02:47+01:00 (Rome)
Pagina di dettaglio ultima modifica in 2024-04-15T12:26:26+02:00 (Rome)
ISBN/EAN: 9781461463115
ISBN - Stili di scrittura alternativi:
1-4614-6311-4, 978-1-4614-6311-5
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : huang, kuen, siu, tak, hua ching
Titolo del libro: operations research applications and algorithms, marko, science chains, markov, applications management science, ching
Dati dell'editore
Autore: Wai-Ki Ching
Titolo: International Series in Operations Research & Management Science; Markov Chains - Models, Algorithms and Applications
Editore: Springer; Springer US
243 Pagine
Anno di pubblicazione: 2013-03-28
New York; NY; US
Stampato / Fatto in
Lingua: Inglese
131,99 € (DE)
BB; Hardcover, Softcover / Wirtschaft/Allgemeines, Lexika; Unternehmensforschung; Verstehen; Decision Science; Markov Chains; Markov Processes; Mathematical Finance; Operations Research; Optimization; Queueing Networks; Randomness; Risk; Stochastic; Uncertainty; Operations Research and Decision Theory; Operations Research, Management Science; Probability Theory; Management: Entscheidungstheorie; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; BC; EA; BC
Introduction.- Manufacturing and Re-manufacturing Systems.- A Hidden Markov Model for Customer Classification.- Markov Decision Processes for Customer Lifetime Value.- Higher-order Markov Chains.- Multivariate Markov Chains.- Hidden Markov Chains.Altri libri che potrebbero essere simili a questo:
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