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Markov chains : models, algorithms and applications

Verfasser/in: Wai Ki Ching; et al
Verlag: New York : Springer, 2013.
Serien: International series in operations research & management science, v.189.
Ausgabe/Format   E-Book : Dokument : Englisch : 2nd edAlle Ausgaben und Formate anzeigen
Datenbank:WorldCat
Zusammenfassung:
"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  Weiterlesen…
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Gattung/Form: Electronic books
Medientyp: Dokument, Internetquelle
Dokumenttyp: Internet-Ressource, Computer-Datei
Alle Autoren: Wai Ki Ching; et al
ISBN: 9781461463122 1461463122
OCLC-Nummer: 838812431
Zielgruppe: "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.
Beschreibung: 1 online resource (xvi, 243 p.) : ill.
Inhalt: 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.
Serientitel: International series in operations research & management science, v.189.
Verfasserangabe: Wai-Ki Ching...[et al.].
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Abstract:

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  Weiterlesen…

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