Keyword: markov processes

Found 1372 papers in total
A Framework for Space-Efficient String Kernels
A Framework for Space-Efficient String Kernels
2017,
String kernels are typically used to compare genome‐scale sequences whose...
On preemptive-repeat LIFO queues
On preemptive-repeat LIFO queues
2017,
In this paper, we study the basic properties of last‐in first‐out (LIFO)...
A rate balance principle and its application to queueing models
A rate balance principle and its application to queueing models
2017,
We introduce a rate balance principle for general (not necessarily Markovian)...
A Higher-order interactive hidden Markov model and its applications
A Higher-order interactive hidden Markov model and its applications
2017,
In this paper, we propose a higher‐order interactive hidden Markov model, which...
Call centers with a postponed callback offer
Call centers with a postponed callback offer
2017,
We study a call center model with a postponed callback option. A customer at the head...
Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping
Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping
2017,
In this study, we investigate the optimal control of a class of singularly perturbed...
Combining DEVS and model-checking: concepts and tools for integrating simulation and analysis
Combining DEVS and model-checking: concepts and tools for integrating simulation and analysis
2017,
Our objectives here are to discuss the development of a formal framework that exploits...
Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
2017,
This paper studies the problem of finding a stationary strong present‐value...
Scheduling Using Interactive Optimization Oracles for Constrained Queueing Networks
Scheduling Using Interactive Optimization Oracles for Constrained Queueing Networks
2017,
Ever since Tassiulas and Ephremides in 1992 proposed the maximum weight scheduling...
A maximum principle for Markov regime-switching forward‐backward stochastic differential games and applications
A maximum principle for Markov regime-switching forward‐backward stochastic differential games and applications
2017,
In this paper, we present an optimal control problem for stochastic differential games...
Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks
Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks
2017,
We give a brief survey of literature devoted to studying queueing systems with...
Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations
Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations
2017,
We consider a diffusion process and its approximation with a Markov chain whose trends...
Consensus in a social network with two principals
Consensus in a social network with two principals
2017,
This paper considers a model of opinion dynamics in a social network with two...
Equilibrium behaviour and social optimization in Markovian queues with impatient customers and variant of working vacations
Equilibrium behaviour and social optimization in Markovian queues with impatient customers and variant of working vacations
2017,
We study customers’ equilibrium behaviour and social optimization in a...
Delay-dependent output feedback L1 control for positive Markovian jump systems with mode-dependent time-varying delays and partly known transition rates
Delay-dependent output feedback L1 control for positive Markovian jump systems with mode-dependent time-varying delays and partly known transition rates
2017,
The paper deals with the problem of delay‐dependent output feedback L 1 control...
Partially observed optimal stopping problem for discrete-time Markov processes
Partially observed optimal stopping problem for discrete-time Markov processes
2017,
This paper is dedicated to the investigation of a new numerical method to approximate...
Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
2017,
This paper concerns with the jump linear quadratic Gaussian problem for a class of...
Dynamic Supply Risk Management with Signal-Based Forecast, Multi-Sourcing, and Discretionary Selling
Dynamic Supply Risk Management with Signal-Based Forecast, Multi-Sourcing, and Discretionary Selling
2017,
We examine the critical role of advance supply signals–such as suppliers’...
Analytical and Scalable Analysis of Transient Tandem Markovian Finite Capacity Queueing Networks
Analytical and Scalable Analysis of Transient Tandem Markovian Finite Capacity Queueing Networks
2017,
This paper proposes an analytical model to approximate the transient aggregate joint...
A Queueing Theoretic Approach to Set Staffing Levels in Time-Dependent Dual-Class Service Systems*
A Queueing Theoretic Approach to Set Staffing Levels in Time-Dependent Dual-Class Service Systems*
2017,
This article addresses the optimal staffing problem for a nonpreemptive priority queue...
A single-server queue with batch arrivals and semi-Markov services
A single-server queue with batch arrivals and semi-Markov services
2017,
We investigate the transient and stationary queue length distributions of a class of...
On non-equilibria threshold strategies in ticket queues
On non-equilibria threshold strategies in ticket queues
2017,
In many real‐life queueing systems, a customer may balk upon arrival at a...
A mathematical model for personalized advertisement in virtual reality environments
A mathematical model for personalized advertisement in virtual reality environments
2017,
We consider a personalized advertisement assignment problem faced by the manager of a...
Markov switching quantile autoregression
Markov switching quantile autoregression
2016,
This paper considers the location‐scale quantile autoregression in which the...
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