Markov Chains: Models, Algorithms and Applications

Wai-Ki Ching

ISBN 10: 1489997520 / ISBN 13: 9781489997524

Editore: Springer-Verlag New York Inc., 2015

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This item is printed on demand. New copy - Usually dispatched within 5-9 working days 402. Codice articolo C9781489997524

Dati bibliografici

Titolo: Markov Chains: Models, Algorithms and ...

Casa editrice: Springer-Verlag New York Inc.

Data di pubblicazione: 2015

Legatura: Paperback / softback

Condizione: New

Edizione: seconda edizione

Descrizione articolo

Riassunto:

This new edition is expanded and updated, complete with end-of-chapter exercises. Outlines the recent development of Markov chain models for modeling queueing systems, manufacturing and re-manufacturing systems, inventory systems and financial risk management.

Recensione:

From the reviews of the First Edition:

"The authors outline recent developments of Markov chain models ... . This book is aimed at students, professionals, practitioners, and researchers in scientific computing and operational research, who are interested in the formulation and computation of queuing and manufacturing systems. It gives a number of useful tools for researchers in real applications ... ." (Alexander I. Zejfman, Zentralblatt MATH, Vol. 1089 (15), 2006)

"In this book’s ... essential notions on Markov chains, hidden Markov models, and Markov decision processes are covered, with special emphasis on iterative methods for solving linear systems. ... Each chapter finishes with a short summary and sometimes a selection of open problems. ... This book is intended for students and researchers in applied mathematics, scientific computing, and operations research ... . Overall, this book offers much interesting and up-to-date material on a wide variety of topics, dealing with finite-space Markov processes." (Jozef L. Teugels, Journal of the American Statistical Association, Vol. 103 (483), September, 2008)