Keyword: markov processes

Found 1372 papers in total
Spatial clustering of time series via mixture of autoregressions models and Markov random fields
Spatial clustering of time series via mixture of autoregressions models and Markov random fields
2016,
Time series data arise in many medical and biological imaging scenarios. In such...
Backtesting Value-at-Risk: A Generalized Markov Test
Backtesting Value-at-Risk: A Generalized Markov Test
2017,
Testing the validity of value‐at‐risk (VaR) forecasts, or backtesting,...
Convergence of Markovian price processes in a financial market transaction model
Convergence of Markovian price processes in a financial market transaction model
2017,
This paper studies a financial market transaction model and convergence of Markovian...
Forecasting anticipated incomes in the Markov networks with positive and negative customers
Forecasting anticipated incomes in the Markov networks with positive and negative customers
2017,
A method for determination of the time dependence of the anticipated income in the...
Does the Past Predict the Future? The Case of Delay Announcements in Service Systems
Does the Past Predict the Future? The Case of Delay Announcements in Service Systems
2017,
Motivated by the recent interest in making delay announcements in large service...
Stationary and transient analysis of M/M/1/N queue subject to disasters and subsequent repair
Stationary and transient analysis of M/M/1/N queue subject to disasters and subsequent repair
2017,
A single server Markovian queuing model with finite capacity subject to disaster is...
Strategic joining rules in a single server Markovian queue with Bernoulli vacation
Strategic joining rules in a single server Markovian queue with Bernoulli vacation
2017,
The strategic joining behavior of customers in a single‐server Markovian...
On Nonzero-Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps
On Nonzero-Sum Game Considered on Solutions of a Hybrid System with Frequent Random Jumps
2017,
We study a nonzero‐sum game considered on the solutions of a hybrid dynamical...
Cooperative and Noncooperative Extraction in a Common Pool with Habit Formation
Cooperative and Noncooperative Extraction in a Common Pool with Habit Formation
2017,
The present paper considers the exploitation of a common‐property, nonrenewable...
Numerical investigation on MAP/PH(1), PH(2)/2 inventory system with multiple server vacations
Numerical investigation on MAP/PH(1), PH(2)/2 inventory system with multiple server vacations
2017,
In this paper, we consider an inventory system with two heterogeneous servers and...
An Analytical Throughput Approximation for Closed Fork/Join Networks
An Analytical Throughput Approximation for Closed Fork/Join Networks
2017,
Queueing networks featuring fork/join stations are natural models for a variety of...
Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
Parallel Nonstationary Direct Policy Search for Risk-Averse Stochastic Optimization
2017,
This paper presents an algorithmic strategy to nonstationary policy search for...
Measuring the price of anarchy in critical care unit interactions
Measuring the price of anarchy in critical care unit interactions
2017,
Hospital throughput is often studied and optimised in isolation, ignoring the...
Controlling a Fleet of Unmanned Aerial Vehicles to Collect Uncertain Information in a Threat Environment
Controlling a Fleet of Unmanned Aerial Vehicles to Collect Uncertain Information in a Threat Environment
2017,
Unmanned aerial vehicles (UAVs) have been proved to be successful and efficient for...
Optimizing cost-effectiveness in a stochastic Markov manpower planning system under control by recruitment
Optimizing cost-effectiveness in a stochastic Markov manpower planning system under control by recruitment
2017,
The present paper proposes a mathematical model and algorithm for optimizing...
Impact of Delay Announcements in Call Centers: An Empirical Approach
Impact of Delay Announcements in Call Centers: An Empirical Approach
2017,
We undertake an empirical study of the impact of delay announcements on callers’...
Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models
Collapsing of Non-centred Parameterized MCMC Algorithms with Applications to Epidemic Models
2017,
Data augmentation is required for the implementation of many Markov chain Monte Carlo...
Extending the Possibilities of Quantitative Determination of SIL ‐ a Procedure Based on IEC 61508 and the Markov Model with Common Cause Failures
Extending the Possibilities of Quantitative Determination of SIL ‐ a Procedure Based on IEC 61508 and the Markov Model with Common Cause Failures
2017,
Generalized equations for calculating the probability of failure on demand (PFD) in...
Campylobacter QMRA: A Bayesian Estimation of Prevalence and Concentration in Retail Foods Under Clustering and Heavy Censoring
Campylobacter QMRA: A Bayesian Estimation of Prevalence and Concentration in Retail Foods Under Clustering and Heavy Censoring
2016,
A Bayesian statistical temporal‐prevalence‐concentration model (TPCM)...
Minimal LST representations of MAP(n)s: Moment fittings and queueing approximations
Minimal LST representations of MAP(n)s: Moment fittings and queueing approximations
2016,
A Markovian arrival process of order n, MAP(n), is typically described by two n...
Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure
Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure
2017,
Natural hedging allows life insurers to manage long‐term longevity and...
Autonomous robot performance evaluation with rework
Autonomous robot performance evaluation with rework
2016,
Today, robot systems are the necessity of industries. The robot can be defined as a...
Modeling Load and Overwork Effects in Queueing Systems with Adaptive Service Rates
Modeling Load and Overwork Effects in Queueing Systems with Adaptive Service Rates
2016,
Servers in many real queueing systems do not work at a constant speed. They adapt to...
A Markov Chain Approximation to Choice Modeling
A Markov Chain Approximation to Choice Modeling
2016,
Assortment planning is an important problem that arises in many industries such as...
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