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Markov Chains

Author : Wai-Ki Ching
ISBN : 9781461463122
Genre : Business & Economics
File Size : 85.15 MB
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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.
Category: Business & Economics

Advances In Swarm Intelligence

Author : Ying Tan
ISBN : 9783319938189
Genre : Computers
File Size : 62.68 MB
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The two-volume set of LNCS 10941 and 10942 constitutes the proceedings of the 9th International Conference on Advances in Swarm Intelligence, ICSI 2018, held in Shanghai, China, in June 2018. The total of 113 papers presented in these volumes was carefully reviewed and selected from 197 submissions. The papers were organized in topical sections namely: multi-agent systems; swarm robotics; fuzzy logic approaches; planning and routing problems; recommendation in social media; predication; classification; finding patterns; image enhancement; deep learning; theories and models of swarm intelligence; ant colony optimization; particle swarm optimization; artificial bee colony algorithms; genetic algorithms; differential evolution; fireworks algorithm; bacterial foraging optimization; artificial immune system; hydrologic cycle optimization; other swarm-based optimization algorithms; hybrid optimization algorithms; multi-objective optimization; large-scale global optimization.
Category: Computers

Interactive Collaborative Robotics

Author : Andrey Ronzhin
ISBN : 9783319664712
Genre : Computers
File Size : 64.17 MB
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This book constitutes the proceedings of the Second International Conference on Interactive Collaborative Robotics, ICR 2017, held in Hatfield, UK, in September 2017, as a satellite event of the 19th International Conference on Speech and Computer, SPECOM 2017. The 30 papers presented in this volume were carefully reviewed and selected from 51 submissions. This new conference invites researchers in the area of social robotics and collaborative robotics to share experience in human-machine interaction research and development of robotic and cyberphysical systems. Topics addressed are: assistive robots, child-robot interaction, collaborative robotics, educational robotics, human-robot interaction, medical robotics, robotic mobility systems, robots at home, robot control and communication, social robotics, as well as safety robot behavior.
Category: Computers

Theory And Computation Of Tensors

Author : Yimin Wei
ISBN : 9780128039809
Genre : Mathematics
File Size : 51.81 MB
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Theory and Computation of Tensors: Multi-Dimensional Arrays investigates theories and computations of tensors to broaden perspectives on matrices. Data in the Big Data Era is not only growing larger but also becoming much more complicated. Tensors (multi-dimensional arrays) arise naturally from many engineering or scientific disciplines because they can represent multi-relational data or nonlinear relationships. Provides an introduction of recent results about tensors Investigates theories and computations of tensors to broaden perspectives on matrices Discusses how to extend numerical linear algebra to numerical multi-linear algebra Offers examples of how researchers and students can engage in research and the applications of tensors and multi-dimensional arrays
Category: Mathematics

Operations Research Management Science At Work

Author : Erhan Kozan
ISBN : 0792375882
Genre : Business & Economics
File Size : 88.99 MB
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There is synergy between the diverse methodologies ofOperations Research and Management Science, and the many problems itseeks to solve. "Operation Research/Management Science at Work" isan example of that synergy. The principal aim of this book is toexamine selected recent research in and applications of OperationalResearch/Management Science. The focus is on research that is ofindustry interest and covers a wide range of topics from major fieldsof OR/MS in a systematic and coherent fashion. Each application ischosen to demonstrate the elegance of their implementations. The bookmeets the needs of applied researchers who are interested inapplications of OR/MS algorithms. Moreover, real world problemstogether with their solutions and implementations are the applicationsthat have been selected for the volume.The Asia Pacific region has embraced business applications of decisionsupport systems in recent years. Many of these applications have thestate of the art OR/MS techniques in this region embedded in them.Hence, the increased use of OR/MS techniques in this region providesopportunities for identifying methodological advances that are takingplace as a result of the unique nature of the applications. These alsoprovide opportunities for exploring synergies and interfaces thatexist between OR/MS, both in terms of applications and theoreticaladvances.
Category: Business & Economics

Markov Chains Models Algorithms And Applications

Author : Wai-Ki Ching
ISBN : 9780387293370
Genre : Mathematics
File Size : 49.88 MB
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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. Therefore, Markov Chains: Models, Algorithms and Applications outlines recent developments of Markov chain models for modeling queueing sequences, Internet, re-manufacturing systems, reverse logistics, inventory systems, bio-informatics, DNA sequences, genetic networks, data mining, and many other practical systems.
Category: Mathematics

Management Science

Author :
ISBN : UOM:39015011139980
Genre : Industrial management
File Size : 86.62 MB
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Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Category: Industrial management

Readings In Credit Scoring

Author : L. C. Thomas
ISBN : 0198527977
Genre : Business & Economics
File Size : 53.40 MB
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Credit scoring is one of the most successful applications of statistical and management science techniques in finance in the last forty years. This unique collection of recent papers, with comments by experts in the field, provides excellent coverage of recent developments, advances and sims in credit scoring. Aimed at statisticians, economists, operational researchers and mathematicians working in both industry and academia, and to all working on credit scoring and data mining, it is an invaluable source of reference.
Category: Business & Economics