Markov chains models algorithms (23 résultats)
Langue : anglais
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Hardcover. Etat : Fine. 1461463114 Like New; Hardcover; Close to new condition; Covers are still glossy with straight" edge-corners; Unblemished textblock edges; The endpapers and all text pages are bright and unmarked; Binding is tight with a straight spine; This book will be stored and delivered in a sturdy cardboard box with…foam padding; Medium Format (8.5" - 9.75" tall); Dark brown and tan covers with title in white lettering; 2nd Edition; 2013, Springer-Verlag Publishing; 243 pages; "Markov Chains: Models, Algorithms and Applications (International Series in Operations Research & Management Science)," by Wai-Ki Ching, et al.
Langue : anglais
Edité par Springer, 2010
Série : Livre 59 sur 323 - International Series in Operations Research & Management Science
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Langue : anglais
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Langue : anglais
Edité par Springer, 2010
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Taschenbuch. Etat : Neu. Markov Chains | Models, Algorithms and Applications | Wai-Ki Ching (u. a.) | Taschenbuch | xvi | Englisch | 2015 | Springer | EAN 9781489997524 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 applicati…ons 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 both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods for solving linear systems will be introduced for finding the stationary distribution of a Markov chain. The chapter then covers the basic theories and algorithms for hidden Markov models (HMMs) and Markov decision processes (MDPs).Chapter 2 discusses the applications of continuous time Markov chains to model queueing systems and discrete time Markov chain for computing the PageRank, the ranking of websites on the Internet. Chapter 3 studies Markovian models for manufacturing and re-manufacturing systems and presents closed form solutions and fast numerical algorithms for solving the captured systems. In Chapter 4, the authors present a simple hidden Markov model (HMM) with fast numerical algorithms for estimating the model parameters. An application of the HMM for customer classification is also presented. Chapter 5 discusses Markov decision processes for customer lifetime values. Customer Lifetime Values (CLV) is an important concept and quantity in marketing management. The authors present an approach based on Markov decision processes for the calculation of CLV using real data.Chapter 6 considers higher-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. Efficient estimation methods for model parameters based on linear programming are presented. Contemporary research results on applications to demand predictions, inventory control and financial risk measurement are also presented. In Chapter 7, a class of parsimonious multivariate Markov models is introduced. Again, efficient estimation methods based on linear programming are presented. Applications to demand predictions, inventory control policy and modeling credit ratings data are discussed. Finally, Chapter 8 re-visits hidden Markov models, and the authors present a new class of hidden Markov models with efficient algorithms for estimating the model parameters. Applications to modeling interest rates, credit ratings and default data are discussed. 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.
Langue : anglais
Edité par Springer, 2010
Série : Livre 59 sur 323 - International Series in Operations Research & Management Science
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Taschenbuch. Etat : Neu. Markov Chains: Models, Algorithms and Applications | Wai-Ki Ching (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2010 | Springer | EAN 9781441939869 | Verantwortliche Person für die EU: Springer Nature Customer Service Center GmbH, Europaplatz 3, 69115 Heidelberg, productsafety[at]spring…ernature[dot]com | Anbieter: preigu.
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 both discrete and continuous time Markov chains. The relationship between Markov chains of finite states and matrix theory will also be highlighted. Some classical iterative methods for solving linear systems will be introduced for finding the stationary distribution of a Markov chain. The chapter then covers the basic theories and algorithms for hidden Markov models (HMMs) and Markov decision processes (MDPs).Chapter 2 discusses the applications of continuous time Markov chains to model queueing systems and discrete time Markov chain for computing the PageRank, the ranking of websites on the Internet. Chapter 3 studies Markovian models for manufacturing and re-manufacturing systems and presents closed form solutions and fast numerical algorithms for solving the captured systems. In Chapter 4, the authors present a simple hidden Markov model (HMM) with fast numerical algorithms for estimating the model parameters. An application of the HMM for customer classification is also presented. Chapter 5 discusses Markov decision processes for customer lifetime values. Customer Lifetime Values (CLV) is an important concept and quantity in marketing management. The authors present an approach based on Markov decision processes for the calculation of CLV using real data.Chapter 6 considers higher-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. Efficient estimation methods for model parameters based on linear programming are presented. Contemporary research results on applications to demand predictions, inventory control and financial risk measurement are also presented. In Chapter 7, a class of parsimonious multivariate Markov models is introduced. Again, efficient estimation methods based on linear programming are presented. Applications to demand predictions, inventory control policy and modeling credit ratings data are discussed. Finally, Chapter 8 re-visits hidden Markov models, and the authors present a new class of hidden Markov models with efficient algorithms for estimating the model parameters. Applications to modeling interest rates, credit ratings and default data are discussed. 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.
Langue : anglais
Edité par Springer, 2005
Série : Livre 59 sur 323 - International Series in Operations Research & Management Science
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hardcover. Etat : Very Good. Very Good. Dust Jacket may NOT BE INCLUDED.CDs may be missing. SHIPS FROM MULTIPLE LOCATIONS. book.
Langue : anglais
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will present a series of Markov models, starting from the basic models and then building up to higher…-order models. Included in the higher-order discussions are multivariate models, higher-order multivariate models, and higher-order hidden models. In each case, the focus is on the important kinds of applications that can be made with the class of models being considered in the current chapter. Special attention is given to numerical algorithms that can efficiently solve the models.Therefore, Markov Chains: Models, Algorithms and Applications outlines recent developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and many other practical systems.
Langue : anglais
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Série : Livre 59 sur 323 - International Series in Operations Research & Management Science
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Etat : New. Markov chains are a powerful and widely used tool for analyzing a variety of stochastic systems over timeSystematically discusses all the models beginning with the basic to the more advanced and illustrates each of the models with the most recent .
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Langue : anglais
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Langue : anglais
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Markov chains are a particularly powerful and widely used tool for analyzing a variety of stochastic (probabilistic) systems over time. This monograph will present a series of Markov models, starting from the basic models and then build…ing up to higher-order models. Included in the higher-order discussions are multivariate models, higher-order multivariate models, and higher-order hidden models. In each case, the focus is on the important kinds of applications that can be made with the class of models being considered in the current chapter. Special attention is given to numerical algorithms that can efficiently solve the models.Therefore, Markov Chains: Models, Algorithms and Applications outlines recent developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and many other practical systems. 208 pp. Englisch.
Langue : anglais
Edité par Springer-Verlag New York Inc., 2010
Série : Livre 59 sur 323 - International Series in Operations Research & Management Science
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