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Markov Chains (Record no. 25484)

000 -LEADER
fixed length control field 04993nam a22004815i 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140310152707.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 130327s2013 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781461463122
978-1-4614-6312-2
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD30.23
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 658.40301
Edition number 23
264 #1 -
-- Boston, MA :
-- Springer US :
-- Imprint: Springer,
-- 2013.
912 ## -
-- ZDB-2-SBE
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ching, Wai-Ki.
Relator term author.
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE
Title Markov Chains
Medium [electronic resource] :
Remainder of title Models, Algorithms and Applications /
Statement of responsibility, etc by Wai-Ki Ching, Ximin Huang, Michael K. Ng, Tak-Kuen Siu.
250 ## - EDITION STATEMENT
Edition statement 2nd ed. 2013.
300 ## - PHYSICAL DESCRIPTION
Extent XVI, 243 p. 31 illus.
Other physical details online resource.
440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE
Title International Series in Operations Research & Management Science,
International Standard Serial Number 0884-8289 ;
Volume number/sequential designation 189
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics.
Topical term or geographic name as entry element Distribution (Probability theory).
Topical term or geographic name as entry element Operations research.
Topical term or geographic name as entry element Economics/Management Science.
Topical term or geographic name as entry element Operation Research/Decision Theory.
Topical term or geographic name as entry element Operations Research, Management Science.
Topical term or geographic name as entry element Probability Theory and Stochastic Processes.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Huang, Ximin.
Relator term author.
Personal name Ng, Michael K.
Relator term author.
Personal name Siu, Tak-Kuen.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9781461463115
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-1-4614-6312-2
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Item type E-Book
Copies
Price effective from Permanent location Date last seen Not for loan Date acquired Source of classification or shelving scheme Koha item type Damaged status Lost status Withdrawn status Current location Full call number
2014-04-14AUM Main Library2014-04-14 2014-04-14 E-Book   AUM Main Library658.40301
Languages: 
English |
العربية