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Markov chains : models, algorithms and applications

著者: Wai Ki Ching; et al
出版: New York : Springer, 2013.
シリーズ: International series in operations research & management science, v.189.
エディション/フォーマット:   電子書籍 : Document : English : 2nd edすべてのエディションとフォーマットを見る
データベース:WorldCat
概要:
"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  続きを読む
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ジャンル/形式: Electronic books
資料の種類: Document, インターネット資料
ドキュメントの種類: インターネットリソース, コンピューターファイル
すべての著者/寄与者: Wai Ki Ching; et al
ISBN: 9781461463122 1461463122 1461463114 9781461463115
OCLC No.: 838812431
読者層: "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.
物理形態: 1 online resource (xvi, 243 p.) : ill.
コンテンツ: 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.
シリーズタイトル: International series in operations research & management science, v.189.
責任者: Wai-Ki Ching...[et al.].

概要:

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  続きを読む

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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 続きを読む

 
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