Keyword: markov processes

Found 1372 papers in total
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming
2016,
We prove a central limit theorem for a class of additive processes that arise...
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
Repairable Stocking and Expediting in a Fluctuating Demand Environment: Optimal Policy and Heuristics
2016,
We consider a single stock‐point for a repairable item facing Markov modulated...
Quantifying patient flow and utilization with patient flow pathway and diagnosis of an emergency department in Singapore
Quantifying patient flow and utilization with patient flow pathway and diagnosis of an emergency department in Singapore
2016,
Patient treatment and care in emergency departments (ED) is complex because of...
A Markov chain model for quantifying consumer risk in food supply chains
A Markov chain model for quantifying consumer risk in food supply chains
2016,
According to the Centers for Disease Control and Prevention, approximately 48 million...
Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation
Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation
2015,
We propose a flexible prior model for the parameters of binary Markov random fields...
Optimal guaranteed cost synchronization of coupled neural networks with Markovian jump and mode-dependent mixed time-delay
Optimal guaranteed cost synchronization of coupled neural networks with Markovian jump and mode-dependent mixed time-delay
2016,
This paper is concerned with the optimal guaranteed cost synchronization problem for a...
Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures
Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures
2015,
We describe a generalized linear mixed model in which all random effects may evolve...
Minimizing the false alarm rate in systems with transient abnormality
Minimizing the false alarm rate in systems with transient abnormality
2016,
We consider a stochastic partially observable system that can switch between a normal...
Two-channel MAP/PH/2 system with customer resequencing
Two-channel MAP/PH/2 system with customer resequencing
2016,
Consideration was given to the two‐server queuing system with resequencing...
Markov-modulated M/G/1-type queue in heavy traffic and its application to time-sharing disciplines
Markov-modulated M/G/1-type queue in heavy traffic and its application to time-sharing disciplines
2016,
This paper deals with a single‐server queue with modulated arrivals, service...
The roles of coupling and the deviation matrix in determining the value of capacity in M/M/1/C queues
The roles of coupling and the deviation matrix in determining the value of capacity in M/M/1/C queues
2016,
In an M / M /1/ C queue, customers are lost when they arrive to find C customers...
Robust H∞ control for stochastic time-delayed Markovian switching systems under partly known transition rates and actuator saturation via anti-windup design
Robust H∞ control for stochastic time-delayed Markovian switching systems under partly known transition rates and actuator saturation via anti-windup design
2016,
The paper deals with the problem of robust H ∞ control for stochastic...
System reliability estimation and cost analysis of series-parallel systems in the presence of repair dependence function
System reliability estimation and cost analysis of series-parallel systems in the presence of repair dependence function
2016,
In this paper, we consider two types of series‐parallel systems with the...
On the complexity of model checking interval-valued discrete time Markov chains
On the complexity of model checking interval-valued discrete time Markov chains
2013,
We investigate the complexity of model checking (finite) interval‐valued...
The economic number of operators for the machine interference problem with heterogeneous machines and preemptive priority
The economic number of operators for the machine interference problem with heterogeneous machines and preemptive priority
2015,
This paper proposes a model for a special case of the machine interference problem,...
User-perceived Availability of a Software Rejuvenation Model with Recovery Time Omission
User-perceived Availability of a Software Rejuvenation Model with Recovery Time Omission
2016,
In this paper, the idea of omitting the recovery time when it is too short that it can...
An Efficient Approximate Markov Chain Method in Dynamic Fault Tree Analysis
An Efficient Approximate Markov Chain Method in Dynamic Fault Tree Analysis
2016,
Approximate Markov chain method for dynamic fault tree analysis is suggested for both...
On the Performance of Shewhart-type Synthetic and Runs-rules Charts Combined with an &Xmacr; Chart
On the Performance of Shewhart-type Synthetic and Runs-rules Charts Combined with an &Xmacr; Chart
2016,
A synthetic &Xmacr; chart is a combination of a conforming run‐length chart and...
Granulation-based symbolic representation of time series and semi-supervised classification
Granulation-based symbolic representation of time series and semi-supervised classification
2011,
We present a semi‐supervised time series classification method based on...
An algorithmic approach for analysis of finite-source retrial systems with unreliable servers
An algorithmic approach for analysis of finite-source retrial systems with unreliable servers
2011,
This paper aims at presenting an approach for analyzing finite‐source retrial...
Learning banks' exposure to systematic risk: evidence from the financial crisis of 2008
Learning banks' exposure to systematic risk: evidence from the financial crisis of 2008
2014,
Using a two‐state Markov regime‐switching intertemporal capital asset...
Containment of socially optimal policies in multiple-facility Markovian queueing systems
Containment of socially optimal policies in multiple-facility Markovian queueing systems
2016,
We consider a Markovian queueing system with N heterogeneous service facilities, each...
Forecasting Latent Volatility through a Markov Chain Approximation Filter
Forecasting Latent Volatility through a Markov Chain Approximation Filter
2016,
We propose a new methodology for filtering and forecasting the latent variance in a...
Maximum principle for optimal control of anticipated forward‐backward stochastic differential delayed systems with regime switching
Maximum principle for optimal control of anticipated forward‐backward stochastic differential delayed systems with regime switching
2016,
This paper is concerned with a Pontryagin maximum principle for optimal control...
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