计算机工程与应用 ›› 2010, Vol. 46 ›› Issue (4): 49-51.DOI: 10.3778/j.issn.1002-8331.2010.04.015

• 研究、探讨 • 上一篇    下一篇

应用于CRM的一类马氏链模型求解及其分析

陈伯成1,李英杰2,刘文煌1,闫学为3   

  1. 1.清华大学 深圳研究生院 管理学部,广东 深圳 518055
    2.香港中文大学 系统工程与工程管理系,香港
    3.青岛大学 自动化学院,山东 青岛 266071
  • 收稿日期:2008-09-02 修回日期:2009-06-12 出版日期:2010-02-01 发布日期:2010-02-01
  • 通讯作者: 陈伯成

Solution and its analysis of a kind of Markov chain model used in CRM problem

CHEN Bo-cheng1,LI Ying-jie2,LIU Wen-huang1,YAN Xue-wei3   

  1. 1.Graduate School at Shenzhen,Tsinghua University,Shenzhen,Guangdong 518055,China
    2.Department of System Engineering and Industry Management,Chinese University of Hong Kong,Hong Kong,China
    3.College of Automation Engineering,Qingdao University,Qingdao,Shandong 266071,China
  • Received:2008-09-02 Revised:2009-06-12 Online:2010-02-01 Published:2010-02-01
  • Contact: CHEN Bo-cheng

摘要: 给出了用于研究客户关系管理(Customer Relationship Management,CRM)模型中的一类马氏链数学模型(Pfeifer模型)的收益期望值的解析解(无限次交易条件下),以方便该类模型的研究和分析。借助于求逆公式,将V=(I-P-1R方程中矩阵求逆部分进行分解和简化,解出矩阵逆的解析解,从而求解出该类模型收益期望值向量的解析解,并推广到n阶。基于该解析解,对该类模型收益总期望值的特性进行了简单分析和讨论,该收益期望值的解析解将给该类方程的解析分析提供帮助。

Abstract: The resolve solution to the expected net present value equation of a kind of Markov model(Pfeifer model),in infinite horizon purchasing cases,is given,in order to make easer to the study and analysis of such problem.Such model is always used in the study on Customer Relationship Management(CRM) problem.Based on the matrix inverse formula,the inverse matrix is decomposed and simplified,its resolve solution is computed,and the resolve solution for the expected net present value vector for such kind of Markov model V=(I-P-1R is found,then the solution suited for the n order case is expended.Based on the computed result,a short further analysis and discussion to its CLV(the total expected net present value in customer life cycle) is made.The resolve solution to the expected net present value will supply an easy study base to such kind of problem analysis.

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