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Markov chains : models, algorithms and applications

Auteur : Wai Ki Ching
Éditeur : New York : Springer, 2013.
Collection : International series in operations research & management science, v.189.
Édition/format :   Livre électronique : Document : Anglais : 2nd edVoir toutes les éditions et tous les formats
Base de données :WorldCat
Résumé :
"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  Lire la suite...
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Détails

Genre/forme : Electronic books
Type d’ouvrage : Document, Ressource Internet
Format : Ressource Internet, Fichier informatique
Tous les auteurs / collaborateurs : Wai Ki Ching
ISBN : 9781461463122 1461463122 1461463114 9781461463115
Numéro OCLC : 838812431
Public cible : "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.
Description : 1 online resource (xvi, 243 pages) : illustrations.
Contenu : 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.
Titre de collection : International series in operations research & management science, v.189.
Responsabilité : Wai-Ki Ching [and others].

Résumé :

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  Lire la suite...

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From the reviews of the First Edition: "The authors outline recent developments of Markov chain models ... . This book is aimed at students, professionals, practitioners, and researchers in Lire la suite...

 
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