2015, ISBN: 1489997520

This book consists of eight chapters. Chapter 6 considers higher-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. In Chapter 7, a class of… Meer...

This book consists of eight chapters. Chapter 6 considers higher-order Markov chain models, particularly a class of parsimonious higher-order Markov chain models. In Chapter 7, a class of parsimonious multivariate Markov models is introduced. Markov Chains: Models, Algorithms and ApplicationsEinbandPaperback / SoftbackAutor(en)Ching, Wai-Ki; Huang, Ximin; Ng, Michael K.; Siu, Tak-KuenVerlagSpringer, BerlinAuflage2. Aufl.Ausgabe2015Formatangaben243 pages; XVI, 243 p.; 235 x 155 x 14 mmSpracheengISBN1489997520ISBN-13 / EAN9781489997524Reihe / SerieInternational Series in Operations Research & Management Science 189SchlagworteOperations Research, Decision Science, Markov Chains, Markov Processes, Mathematical Finance, Operations Research, Optimization, Queueing Networks, Randomness, Risk, Stochastic, UncertaintyPreisEUR 117,69 (inkl. MwSt.)NEUWARE - Tagesaktueller, sicherer und weltweiter Versand. Rechnung legen wir bei.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 re-manufacturing systems, inventory systems and financial risk management.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.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 scientific computing and operational research, who are interested in the formulation and computation of queuing and manufacturing systems. It gives a number of useful tools for researchers in real applications ... ." (Alexander I. Zejfman, Zentralblatt MATH, Vol. 1089 (15), 2006)"In this book's ... essential notions on Markov chains, hidden Markov models, and Markov decision processes are covered, with special emphasis on iterative methods for solving linear systems. ... Each chapter finishes with a short summary and sometimes a selection of open problems. ... This book is intended for students and researchers in applied mathematics, scientific computing, and operations research ... . Overall, this book offers much interesting and up-to-date material on a wide variety of topics, dealing with finite-space Markov processes." (Jozef L. Teugels, Journal of the American Statistical Association, Vol. 103 (483), September, 2008)Hinweis: Auflage und/oder Erscheinungsjahr können im Buchkatalog von eBay unter Umständen von unseren Angeboten abweichen. Dies gilt insbesondere wenn eine ISBN durch den Verlag doppelt vergeben wurde. Im Einzelfall bzw. bei Bedarf bitte VOR Bestellung erfragen.Angaben zur Versandzeit stammen aus Standardeinstellung von ebay; Wir verschicken tagesaktuell; Sendungen unter 1 kg werden als Waren-/Büchersendung (Laufzeiten sind leider sehr unterschiedlich zwischen 2 und 14 Werktagen) verschickt, ab 1 Kg erfolgt der Versand über DPD.Falls Sie eine Bestellung dringend bzw. zu einem bestimmten Zeitpunkt benötigen, wählen Sie bitte immer die Versandart PAKETVERSAND (DPD Classic), ansonsten können wir die Lieferzeiten nicht garantieren.Artikel eingestellt mit dem w+h GmbH eBay-ServiceDaten- und Bilderhosting mit freundlicher Unterstützung von Buchfreund. (2023-03-04), Festpreisangebot, [LT: FixedPrice], EAN: 9781489997524, Publikationsname: Markov Chains Models, Algorithms and Applications 2893, Sprache: Englisch, Format: 243 pages; XVI, 243 p.; 235 x 155 x 14 mm, Produktart: Paperback / Softback, Anzahl der Seiten: 243 pages, Gewicht: 403g, Fach: Wirtschaft, 2015<

2015, ISBN: 1489997520

[EAN: 9781489997524], Neubuch, [SC: 0.0], [PU: Springer US], DECISIONSCIENCE; MARKOVCHAINS; MARKOVPROCESSES; MATHEMATICALFINANCE; OPERATIONSRESEARCH; OPTIMIZATION; QUEUEINGNETWORKS; RANDO… Meer...

[EAN: 9781489997524], Neubuch, [SC: 0.0], [PU: Springer US], DECISIONSCIENCE; MARKOVCHAINS; MARKOVPROCESSES; MATHEMATICALFINANCE; OPERATIONSRESEARCH; OPTIMIZATION; QUEUEINGNETWORKS; RANDOMNESS; RISK; STOCHASTIC; UNCERTAINTY, 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., Books<

2015, ISBN: 9781489997524

Mitwirkende: Huang, Ximin, Mitwirkende: Ng, Michael K. Mitwirkende: Siu, Tak-Kuen, Springer, Taschenbuch, Auflage: 2nd ed. 2013, 260 Seiten, Publiziert: 2015-04-05T00:00:01Z, Produktgrupp… Meer...

Mitwirkende: Huang, Ximin, Mitwirkende: Ng, Michael K. Mitwirkende: Siu, Tak-Kuen, Springer, Taschenbuch, Auflage: 2nd ed. 2013, 260 Seiten, Publiziert: 2015-04-05T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: 33 black & white tables, biography, 0.82 kg, Recht, Kategorien, Bücher, Kosten & Controlling, Business & Karriere, Risikomanagement, Wirtschaft, Börse & Geld, Statistik, Naturwissenschaft & Mathematik, Fachbücher, Naturwissenschaften & Technik, Springer, 2015<

ISBN: 9781489997524

Paperback, [PU: Springer-Verlag New York Inc.], This new edition is expanded and updated, complete with end-of-chapter exercises. Outlines the recent development of Markov chain models fo… Meer...

Paperback, [PU: Springer-Verlag New York Inc.], 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 re-manufacturing systems, inventory systems and financial risk management., Operational Research<

2013, ISBN: 9781489997524

*Markov Chains* - Models Algorithms and Applications. 2nd ed. 2013 / Taschenbuch für 117.49 € / Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft Medien > Bücher nein Buch (k… Meer...

*Markov Chains* - Models Algorithms and Applications. 2nd ed. 2013 / Taschenbuch für 117.49 € / Aus dem Bereich: Bücher, Wissenschaft, Wirtschaftswissenschaft Medien > Bücher nein Buch (kartoniert) Hardcover;Sozialwissenschaften, Recht, Wirtschaft;Allgemeines, Lexika, Springer US<