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Markov chains : models, algorithms and applications

Autor Wai Ki Ching
Vydavatel: New York : Springer, 2013.
Edice: International series in operations research & management science, v.189.
Vydání/formát:   e-kniha : Document : English : 2nd edZobrazit všechny vydání a formáty
Databáze:WorldCat
Shrnutí:
"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  Přečíst více...
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Detaily

Žánr/forma: Electronic books
Typ materiálu: Document, Internetový zdroj
Typ dokumentu: Internet Resource, Computer File
Všichni autoři/tvůrci: Wai Ki Ching
ISBN: 9781461463122 1461463122 1461463114 9781461463115
OCLC číslo: 838812431
Uživatelské určení: "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."--Publisher description.
Popis: 1 online resource (xvi, 243 pages) : illustrations.
Obsahy: Introduction --
Queueing Systems and the Web --
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.
Název edice: International series in operations research & management science, v.189.
Odpovědnost: Wai-Ki Ching [and others].
Více informací:

Anotace:

This new edition is expanded and updated, complete with end-of-chapter exercises. Outlines the recent development of Markov chain models for modeling queueing systems, manufacturing and  Přečíst více...

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