Markov chains models, algorithms and applications

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...

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Detalles Bibliográficos
Otros Autores: Ching, Wai-Ki (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York : Springer US c2013.
Edición:2nd ed
Colección:International series in operations research & management science ; 189.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009457131706719
Tabla de Contenidos:
  • Introduction
  • 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.