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Annice

Annice Najafi

Recently Published

Hungarian Algorithm for State-to-Regime Matching
This is a tutorial that explains how you can match HMM inferred states with previously labelled states using the Hungarian algorithm.
Absorbing Markov Chains
In this activity we track the status of 500 individuals within a justice system.
Some stochastic dynamic programming problems
Here, we review some stochastic dynamic programming problems in R.
Optimal allocation problems - part I
In this series we look at a number of optimal allocation problems. We start with a basic problem related to the "Optimal Allocations In the Construction of k-out-of-n Reliability Systems” by Derman et al, 1974.
A Gambling Model With Changing Win Probability
This is an R implementation of the gambling model with changing win probabilities from Chapter 1, section 4 (“A Gambling Model With Changing Win Probabilities”) of the “Introduction to Stochastic Dynamic Programming” book by Sheldon Ross.
Stock Option Model
This is an R implementation of the stock option model from Chapter 1, section 3 ("A Stock-Option Model") of the "Introduction to Stochastic Dynamic Programming" book by Sheldon Ross.
A Gambling Model
This is an R implementation of the gambling model from Chapter 1, section 2 ("A Gambling Model") of the "Introduction to Stochastic Dynamic Programming" book by Sheldon Ross.