Keyword: markov processes

Found 1372 papers in total
The characterization of the stationary distribution of the supplemented Self-Clocking Jump Process
The characterization of the stationary distribution of the supplemented Self-Clocking Jump Process
1991,
The paper introduces a Self-Clocking Jump Process (SCJP), which is a natural...
A stochastic model for the AIDS epidemic
A stochastic model for the AIDS epidemic
1991,
A stochastic model describing the dynamics of the HIV-seropositive and AIDS population...
Two characteristic manpower flow under different recruitment policies
Two characteristic manpower flow under different recruitment policies
1990,
Different basic stock equations are obtained for a two-characteristic manpower flow,...
A turnpike improvement algorithm for piecewise deterministic control
A turnpike improvement algorithm for piecewise deterministic control
1991,
This paper proposes a numerical technique, called turnpike improvement, for the...
Optimal admission policies for a finite queue with bursty arrivals
Optimal admission policies for a finite queue with bursty arrivals
1991,
A service system with a single server, a finite waiting room and two classes of...
The existence of sensitive optimal policies in two multi-dimensional queueing models
The existence of sensitive optimal policies in two multi-dimensional queueing models
1991,
Recently Dekker and Hordijk introduced conditions for the existence of deterministic...
Two-parameter optimal stopping problem with switching costs
Two-parameter optimal stopping problem with switching costs
1990,
This paper is concerned with the optimal stopping problem for discrete time...
Solving H-horizon, stationary Markov decision problems in time proportional to log(H).
Solving H-horizon, stationary Markov decision problems in time proportional to log(H).
1990,
The paper considers the H-horizon, stationary Markov decision problem. For the...
Steady-state approximation for a vector valued Markov Chain
Steady-state approximation for a vector valued Markov Chain
1990,
The problem addressed is that of a condensed steady-state solution for the Markov...
Suboptimal inspection policies for imperfectly observed realistic systems
Suboptimal inspection policies for imperfectly observed realistic systems
1990,
Complex systems regularly inspected to maintain a high availability level may be...
Discrete-time ‘inversion’ and derivative estimation for Markov chains
Discrete-time ‘inversion’ and derivative estimation for Markov chains
1990,
In estimating functions of continuous-time Markov chains via simulation, one may...
Some properties of the sequential Markovian allocation problem
Some properties of the sequential Markovian allocation problem
1989,
This paper deals with a stochastic allocation problem associated with the Markov...
Models of discrete event dynamic systems
Models of discrete event dynamic systems
1990,
Many new techniques for modeling discrete event dynamic systems have been developed in...
The timing of competitive market entry: An exploratory study of new industrial products
The timing of competitive market entry: An exploratory study of new industrial products
1990,
In a dynamic, competitive environment, the decision to enter the market should be...
Attainability of a two characteristic manpower structure
Attainability of a two characteristic manpower structure
1990,
This paper deals with the stochastic behaviour of a two-characteristic man-power model...
A dynamic storage process
A dynamic storage process
1990,
The authors analyse a storage process with dynamical arrivals and departures. Under...
A fault-tolerant architecture for an automatic vision-guided vehicle
A fault-tolerant architecture for an automatic vision-guided vehicle
1990,
A fault-tolerant architecture for an automatic navigation system is presented. The...
Markov decision processes with multiple costs
Markov decision processes with multiple costs
1990,
This note considers finite state and action spaces controlled Markov chains with...
Sufficient point process in Bayesian statistical decision
Sufficient point process in Bayesian statistical decision
1989,
To have a sufficient statistic, is good; to be able to express an optimal decision...
Some remarks concerning statistical inference for marked point processes
Some remarks concerning statistical inference for marked point processes
1989,
Several stochastic models for non-stationary marked point processes are introduced by...
Ballots, queues and random graphs
Ballots, queues and random graphs
1989,
This paper demonstrates how a simple ballot theorem leads, through the interjection of...
Asymptotically efficient adaptive allocation schemes for controlled Markov chains: Finite parameter space
Asymptotically efficient adaptive allocation schemes for controlled Markov chains: Finite parameter space
1989,
The authors consider a controlled Markov chain whose transition probabilities and...
Markov Decision Processes with sample path constraints: The communicating case
Markov Decision Processes with sample path constraints: The communicating case
1989,
The authors consider time-average Markov Decision Processes (MDPs), which accumulate a...
Solution procedures for partially observed Markov decision processes
Solution procedures for partially observed Markov decision processes
1989,
The authors present three algorithms to solve the infinite horizon, expected...
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