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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

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

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

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

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

Forecasting High-Frequency Volatility Shocks : An Analytical Real-Time Monitoring System

Kömm, Holger - 2016 - 1st ed. 2016

This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...

Persistent link: https://www.econbiz.de/10014018810

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

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

The Economics of Persistent Innovation: An Evolutionary View

Antonelli, Cristiano; Soete, Luc; Bas, Christian; … - 2006

Persistent link: https://www.econbiz.de/10013521178

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