Hidden chains [stories repr. from various magazines].
Title | Hidden chains [stories repr. from various magazines]. PDF eBook |
Author | Florence Marryat |
Publisher | |
Total Pages | 310 |
Release | 1876 |
Genre | |
ISBN |
Markov Chains
Title | Markov Chains PDF eBook |
Author | Wai-Ki Ching |
Publisher | Springer Science & Business Media |
Total Pages | 259 |
Release | 2013-03-27 |
Genre | Business & Economics |
ISBN | 1461463122 |
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.
Hidden Chains
Title | Hidden Chains PDF eBook |
Author | John Charlton |
Publisher | |
Total Pages | 160 |
Release | 2008-10-01 |
Genre | Slavery |
ISBN | 9781857951233 |
North East England is rarely associated with the African slave trade, but research has shown that the region was inextricably involved in that shocking state-sanctioned traffic in human beings. This title reveals the links between some of the North East's wealthiest, most prominent families and the plantations of the New World.
Markov Chains and Decision Processes for Engineers and Managers
Title | Markov Chains and Decision Processes for Engineers and Managers PDF eBook |
Author | Theodore J. Sheskin |
Publisher | CRC Press |
Total Pages | 478 |
Release | 2016-04-19 |
Genre | Mathematics |
ISBN | 1420051121 |
Recognized as a powerful tool for dealing with uncertainty, Markov modeling can enhance your ability to analyze complex production and service systems. However, most books on Markov chains or decision processes are often either highly theoretical, with few examples, or highly prescriptive, with little justification for the steps of the algorithms u
Bulletin
Title | Bulletin PDF eBook |
Author | |
Publisher | |
Total Pages | 800 |
Release | 1906 |
Genre | Geology |
ISBN |
Geological Bulletin
Title | Geological Bulletin PDF eBook |
Author | New Zealand Geological Survey |
Publisher | |
Total Pages | 206 |
Release | 1907 |
Genre | Geology |
ISBN |
The Geology of the Hokitika Sheet, North Westland Quadrangle
Title | The Geology of the Hokitika Sheet, North Westland Quadrangle PDF eBook |
Author | James Mackintosh Bell |
Publisher | |
Total Pages | 618 |
Release | 1906 |
Genre | Geological surveys |
ISBN |