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Keyword: markov processes
Found
1372 papers
in total
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Process Monitoring Using Hidden Markov Models
2014,
Runger George
Autocorrelated data arise in a variety of processes. To statistically monitor such...
A Shewhart-type Control Scheme to Monitor Weibull Data without Subgrouping
2014,
Chen Jung-Tai
This study proposes a Shewhart control scheme to simultaneously monitor the shape...
Effects of operator learning on production output: a Markov chain approach
2014,
Banjevic Dragan
We develop a Markov chain approach to forecast the production output of a...
Obsolescence management in rail signalling systems: concept and Markovian modelling
2014,
Jenab Kouroush
Obsolescence is one of the most common reasons for the premature replacement of...
Stabilization of differential repetitive processes
2015,
Galkowski K
Differential repetitive processes are a subclass of 2D systems that arise in modeling...
Optimal soaring via Hamilton‐Jacobi‐Bellman equations
2015,
Almgren Robert
Competition glider flying is a game of stochastic optimization, in which mathematics...
Modelling spatio-temporal movement of tourists using finite Markov chains
2009,
Zeephongsekul Panlop
This paper presents a novel method for modelling the spatio‐temporal movements...
Lifetime of Multistate k-out-of-n Systems
2014,
Eryilmaz Serkan
A multistate k‐out‐of‐n system model is an extension of binary...
Modelling of Fault Detection and Diagnostics for Hybrid Bus Using Chain Graph Models
2014,
Cervellera Cristiano
Graphical models are statistical models supported on a graph structure: nodes...
A Markovian inventory system with retrial and impatient customers
2014,
Arivarignan G
We consider an inventory system in which the customers who arrive during the stock out...
A logistics model for the transport of disaster victims with various injuries and survival probabilities
2015,
Jin Sukho
We propose an optimization model for patient delivery and medical resource allocation...
Inverse optimization for assessing emerging technologies in breast cancer screening
2015,
Ayer Turgay
Identifying the optimal screening strategies for breast cancer, the second leading...
Combinatorial Aspects of Parker’s Model
2015,
Cannings Chris
Parker’s model under rare mutation is considered when there is a finite set of...
A Method of Retail Mortgage Stress Testing: Based on Time-Frame and Magnitude Analysis
2015,
Guo Min
In this study, a non‐stationary Markov chain model and a vector autoregressive...
Does Disagreement Amongst Forecasters Have Predictive Value?
2015,
Franses Philip Hans
In the present study we examine the predictive power of disagreement amongst...
ANN model for multi channel infinite buffer queue under N-policy
2015,
Jain Madhu
In the present investigation, a multi channel infinite buffer queue under...
Analysis of bulk retrial queue using maximum entropy principle
2015,
Jain Madhu
In the present investigation, we study the maximum entropy principle (MEP)...
Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations
2014,
Dendramis Yiannis
This paper provides clear‐cut evidence that the out‐of‐sample VaR...
Constrained Markov control processes with randomized discounted cost criteria: infinite linear programming approach
2014,
Gonzlez-Hernndez Juan
In this paper, we study constrained Markov control processes on Borel spaces with...
New results on H8 dynamic output feedback control for Markovian jump systems with time-varying delay and defective mode information
2014,
Wei Yanling
This paper investigates the problem of delay‐dependent H∞ dynamic output...
Choosing arrival process models for service systems: Tests of a nonhomogeneous Poisson process
2014,
Whitt Ward
Service systems such as call centers and hospital emergency rooms typically have...
A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts
2014,
Jiang Wei
Conventional control charts are often designed to optimize out-of-control average run...
Optimal control of noncollaborative servers in two-stage tandem queueing systems
2014,
Pandelis Dimitrios G
We consider two‐stage tandem queueing systems with dedicated servers in each...
Power series expansions for the distribution and mean value function of a geometric process with Weibull interarrival times
2014,
Aydogdu Halil
The geometric process is considered when the distribution of the first interarrival...
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