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Markov Chains: Models, Algorithms and Applications
ISBN-13:
9780387293370
Veröffentl:
2006
Seiten:
208
Autor:
Wai-Ki Ching
Serie:
83, International Series in Operations Research & Management Science
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
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.
"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.
Queueing Systems and the Web.- Re-manufacturing Systems.- Hidden Markov Model for Customers Classification.- Markov Decision Process for Customer Lifetime Value.- Higher-order Markov Chains.- Multivariate Markov Chains.- Hidden Markov Chains.
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