Keyword: markov processes

Found 1372 papers in total
Asymptotics for the stationary distribution in a discrete‐time two‐dimensional quasi‐birth‐and‐death process
Asymptotics for the stationary distribution in a discrete‐time two‐dimensional quasi‐birth‐and‐death process
2013,
We consider a discrete‐time two‐dimensional process { ( L n ( 1 ) , L n...
Erlang arrivals joining the shorter queue
Erlang arrivals joining the shorter queue
2013,
We consider a system in which customers join upon arrival the shortest of two...
Quasi‐stationary distributions for discrete‐state models
Quasi‐stationary distributions for discrete‐state models
2013,
This paper contains a survey of results related to quasi‐stationary...
Reliability analysis of multi‐trigger binary systems subject to competing failures
Reliability analysis of multi‐trigger binary systems subject to competing failures
2013,
This paper suggests two combinatorial algorithms for the reliability analysis of...
Reliability modeling and analysis for a novel design of modular converter system of wind turbines
Reliability modeling and analysis for a novel design of modular converter system of wind turbines
2013,
Converters play a vital role in wind turbines. The concept of modularity is gaining in...
Bio-molecular event extraction with markov logic
Bio-molecular event extraction with markov logic
2011,
This article presents a novel approach to event extraction from biological text using...
Managing Inventory in Global Supply Chains Facing Port‐of‐Entry Disruption Risks
Managing Inventory in Global Supply Chains Facing Port‐of‐Entry Disruption Risks
2013,
Ports‐of‐entry are critical components of the modern international...
The use of Markov models in modelling students' flows in a multi‐echelon educational system
The use of Markov models in modelling students' flows in a multi‐echelon educational system
2013,
In modelling the educational process, discrete‐time Markov chains are commonly...
A single‐server retrial G‐queue with priority and unreliable server under Bernoulli vacation schedule
A single‐server retrial G‐queue with priority and unreliable server under Bernoulli vacation schedule
2013,
We consider an M/G/1 retrial queue with negative customers and priority under...
Cumulative conformance count charts with variable sampling intervals for correlated samples
Cumulative conformance count charts with variable sampling intervals for correlated samples
2013,
The cumulative conformance count (CCC) control chart is often employed to monitor the...
Economic and economic‐statistical designs of an &Xmacr; control chart for two‐unit series systems with condition‐based maintenance
Economic and economic‐statistical designs of an &Xmacr; control chart for two‐unit series systems with condition‐based maintenance
2013,
The economic and economic‐statistical designs of an &Xmacr; control chart for...
Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes
Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes
2011,
We derive the pricing formula for catastrophe equity put options (CatEPuts) by...
The impact of process deterioration on production and maintenance policies
The impact of process deterioration on production and maintenance policies
2013,
This paper examines a single‐stage production system that deteriorates with...
On the construction of component importance measures for semi‐Markov systems
On the construction of component importance measures for semi‐Markov systems
2013,
In this paper we consider semi‐Markov reliability models of systems with...
Rational Automata Networks: A Non‐Markovian Modeling Approach
Rational Automata Networks: A Non‐Markovian Modeling Approach
2013,
A new class of non‐Markovian models is introduced that results from the...
Some majorisation results in optimal manpower control
Some majorisation results in optimal manpower control
2013,
The notion of majorisation arises in various aspects of optimisation. In manpower...
Gain‐Scheduled Worst‐Case Control on Nonlinear Stochastic Systems Subject to Actuator Saturation and Unknown Information
Gain‐Scheduled Worst‐Case Control on Nonlinear Stochastic Systems Subject to Actuator Saturation and Unknown Information
2013,
In this paper, we propose a method for designing continuous gain‐scheduled...
Discrete‐time queueing systems with Markovian preemptive vacations
Discrete‐time queueing systems with Markovian preemptive vacations
2013,
In this contribution we investigate discrete‐time queueing systems with...
Stability analysis of N‐model systems under a static priority rule
Stability analysis of N‐model systems under a static priority rule
2013,
We consider the stability of N‐model systems that consist of two customer...
Dynamic portfolio optimization under multi‐factor model in stochastic markets
Dynamic portfolio optimization under multi‐factor model in stochastic markets
2012,
We consider the modeling and solution of the multi‐period portfolio selection...
Stability of Constrained Markov‐Modulated Diffusions
Stability of Constrained Markov‐Modulated Diffusions
2012,
A family of constrained diffusions in a random environment is considered. Constraint...
Les Symétries dans les Réseaux de Petri Stochastiques (RdPS) Construction du Graphe Symbolique
Les Symétries dans les Réseaux de Petri Stochastiques (RdPS) Construction du Graphe Symbolique
2000,
The main purpose of this paper is to give a method for construction of the reduced...
Simulation of transient performance measures for stiff markov chains
Simulation of transient performance measures for stiff markov chains
2000,
We consider the simulation of transient performance measures of high reliable...
On the hierarchy of functioning rules in distributed computing
On the hierarchy of functioning rules in distributed computing
1999,
In previous papers, we used a Markovian model to determine the optimal functioning...
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