| 书目名称 | Markov Chains |
| 副标题 | Models, Algorithms a |
| 编辑 | Wai-Ki Ching,Ximin Huang,Tak-Kuen Siu |
| 视频video | |
| 概述 | New edition now focused on applications where Markov chains have seen explosive growth.New edition now with exercises in each chapter.Three of the authors are among the leading researchers/academics i |
| 丛书名称 | International Series in Operations Research & Management Science |
| 图书封面 |  |
| 描述 | .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 cap |
| 出版日期 | Book 2013Latest edition |
| 关键词 | Decision Science; Markov Chains; Markov Processes; Mathematical Finance; Operations Research; Optimizatio |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-1-4614-6312-2 |
| isbn_softcover | 978-1-4899-9752-4 |
| isbn_ebook | 978-1-4614-6312-2Series ISSN 0884-8289 Series E-ISSN 2214-7934 |
| issn_series | 0884-8289 |
| copyright | Springer Science+Business Media New York 2013 |
发表于 2025-3-21 18:09:22
