Generalized eigenvalue problem (GEP) plays a significant role in signal processing and machine learning. This paper proposes a consensus-based distributed algorithm for GEP in multi-agent systems, where data samples are distributively stored across agents. The distributed GEP is reformulated as...

Introduction -- Manufacturing and Re-manufacturing Systems -- A Hidden Markov Model for Customer Classification -- Markov Decision Processes for Customer Lifetime Value -- Higher-order Markov Chains -- Multivariate Markov Chains -- Hidden Markov Chains