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Markov chains : models, algorithms and applications

Autore: Wai Ki Ching; et al
Editore: New York : Springer, 2013.
Serie: International series in operations research & management science, v.189.
Edizione/Formato:   eBook : Document : English : 2nd edVedi tutte le edizioni e i formati
Banca dati:WorldCat
Sommario:
"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  Per saperne di più…
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Dettagli

Genere/forma: Electronic books
Tipo materiale: Document, Risorsa internet
Tipo documento: Internet Resource, Computer File
Tutti gli autori / Collaboratori: Wai Ki Ching; et al
ISBN: 9781461463122 1461463122 1461463114 9781461463115
Numero OCLC: 838812431
Pubblico: "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.
Descrizione: 1 online resource (xvi, 243 p.) : ill.
Contenuti: 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.
Titolo della serie: International series in operations research & management science, v.189.
Responsabilità: Wai-Ki Ching...[et al.].

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  Per saperne di più…

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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 Per saperne di più…

 
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