Markov Chains

Author: Wai-Ki Ching
Publisher: Springer Science & Business Media
ISBN: 1461463122
Format: PDF, Mobi
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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.

Mathematik sehen und verstehen

Author: Dörte Haftendorn
Publisher: Springer-Verlag
ISBN: 3662466139
Format: PDF, Mobi
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Dieses Buch ist für Sie geschrieben. Sie zeigen Ihre Neugier dadurch, dass Sie es in die Hand genommen und umgedreht oder diesen Text angeklickt haben. Genau für Menschen wie Sie, die wissen wollen, wie es kommt, dass die Mathematik so universell die Phänomene des modernen Alltags durchzieht, ist dieses Buch geschrieben. In die folgenden Themen werden Sie eingeführt: Kryptografie und Codierung Graphentheorie und Knotentheorie Fraktale, Chaos und Ordnung Funktionen und Optimierung Computer für Mathematik und Numerik Stochastik Geometrie Selbstverständnis der Mathematik Das Besondere an diesem Buch: Sie werden in Ihrem Bedürfnis zu verstehen ernst genommen. Sie werden schrittweise und meist durch Bilder an die tragenden Prinzipien herangeführt. Auf der Website zum Buch können Sie Zusammenhänge erkunden. Auf Rechnungen und Umformung von Formeln wird weitestgehend verzichtet, der Devise folgend:“/p> Besser Verstehen ohne zu rechnen als Rechnen ohne zu verstehen. Neu in der 2. Auflage sind Knotentheorie, QR-Codes, Markowketten und Ergänzungen zur Stochastik.

Advances in Swarm Intelligence

Author: Ying Tan
Publisher: Springer
ISBN: 3319938185
Format: PDF, Docs
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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.

Interactive Collaborative Robotics

Author: Andrey Ronzhin
Publisher: Springer
ISBN: 3319664719
Format: PDF, Kindle
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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.

Theory and Computation of Tensors

Author: Yimin Wei
Publisher: Academic Press
ISBN: 0128039809
Format: PDF, ePub, Mobi
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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

Operations Research

Author: Frederick S. Hillier
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3486792083
Format: PDF
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Aus dem Inhalt: Was ist Operations Research? Überblick über die Modellierungsgrundsätze des Operations Research. Einführung in die lineare Programmierung. Die Lösung linearer Programmierungsprobleme: Das Simplexverfahren. Stochastische Prozesse. Warteschlangentheorie. Lagerhaltungstheorie. Prognoseverfahren. Markov-Entscheidungsprozesse. Reliabilität. Entscheidungstheorie. Die Theorie des Simplexverfahrens Qualitätstheorie und Sensitivitätsanalyse Spezialfälle linearer Programmierungsprobleme. Die Formulierung linearer Programmierungsmodelle und Goal-Programmierung. Weitere Algorithmen der linearen Programmierung. Netzwerkanalyse einschließlich PERT-CPM. Dynamische Optimierung. Spieltheorie. Ganzzahlige Programmierung. Nichtlineare Programmierung Simulation. Anhang. Lösungen für ausgewählte Übungsaufgaben.