Similar Search Results

Level Crossing Methods in Stochastic Models

Brill, Percy H. - 2017 - 2nd ed. 2017

stochastic application problems, including inventory control, queueing theory, reliability theory, actuarial ruin theory, renewal … theory, pharmacokinetics, and related Markov processes. The second edition includes a new section with a novel derivation of … level-crossing derivation of the finite time-t probability distributions of excess, age, and total life, in renewal theory …

Persistent link: https://www.econbiz.de/10012398207

Hidden Markov Models in Finance : Further Developments and Applications, Volume II

Mamon, Rogemar S. - 2014

science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …

Persistent link: https://www.econbiz.de/10014020477

Simulation stochastischer Systeme : Eine anwendungsorientierte Einführung

Waldmann, Karl-Heinz - 2016

Inhaltsverzeichnis -- Einführung -- Erzeugung von Zufallsvariablen -- Ereignisorientierte Simulation -- Output Analyse: Statistische Auswertung der Simulationsergebnisse -- Statische Simulationsmodelle -- Input Analyse: Festlegung der Eingabegrößen -- Varianzreduzierende Verfahren --...

Persistent link: https://www.econbiz.de/10014019624

Hidden Markov Models in Finance

Mamon, Rogemar S. (contributor); … - 2007

life insurance policies, interest rate theory, credit risk modeling, risk management, analysis of future demand and …

Persistent link: https://www.econbiz.de/10013520670

Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration

Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011

This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets

Persistent link: https://www.econbiz.de/10012053890

Markovian Demand Inventory Models

Beyer, Dirk - 2010

scientific literature on inventory theory, and this volume reviews all the important conceptual developments of the subject … inventory theory." Paul Zipkin Duke University …

Persistent link: https://www.econbiz.de/10013521265

Markov Decision Processes in Practice

Boucherie, Richard J. (ed.); van Dijk, Nico M. (ed.) - 2017

This book presents classical Markov Decision Processes (MDP) for real-life applications and optimization. MDP allows users to develop and formally support approximate and simple decision rules, and this book showcases state-of-the-art applications in which MDP was key to the solution approach....

Persistent link: https://www.econbiz.de/10012397809

Hamiltonian Cycle Problem and Markov Chains

Borkar, Vivek S. - 2012

Illustrative Graphs -- Intriguing Properties -- Markov Chains -- Markov Decision Processes -- Determinants -- Traces -- Linear Programming Based Algorithms -- Interior Point and Cross-Entropy Algorithms -- Self-similar Structure and Hamiltonicity -- Graph Enumeration

Persistent link: https://www.econbiz.de/10014015869

Performance Analysis of Closed Queueing Networks

Lagershausen, Svenja - 2013

1. Introduction -- 2. Closed Queueing Networks -- 3. Literature Review -- 4. Decomposition Approach -- 5. Markov-chain Approach -- 6. Distribution of the Time between Processing Starts -- 7. Conclusion

Persistent link: https://www.econbiz.de/10014552591

Networks, Topology and Dynamics : Theory and Applications to Economics and Social Systems

Beckmann, M.; Künzi, H. P.; Naimzada, Ahmad; Stefani, … - 2009

Persistent link: https://www.econbiz.de/10013521061