Works matching DE "NUMERICAL solutions for Markov processes"

Results: 113

A lower estimate of the entropy of an automorphism and maximum entropy conditions for and invariant measure of a suspension flow over a Markov shift.

Published in:

Doklady Mathematics, 2015, v. 91, n. 2, p. 186, doi. 10.1134/S1064562415020210

By:

Gurevich, B.

Publication type:

Article

The spectral method and the central limit theorem for general Markov chains.

Published in:

Doklady Mathematics, 2015, v. 91, n. 1, p. 56, doi. 10.1134/S1064562415010172

By:

Nagaev, S.

Publication type:

Article

The wiener continuous disorder problem.

Published in:

Doklady Mathematics, 2013, v. 87, n. 3, p. 274, doi. 10.1134/S1064562413030125

By:

Aliev, A.

Publication type:

Article

Modeling segregation distortion for viability selection I. Reconstruction of linkage maps with distorted markers.

Published in:

Theoretical & Applied Genetics, 2007, v. 114, n. 2, p. 295, doi. 10.1007/s00122-006-0432-x

By:

Zhu, Chengsong;
Wang, Chunming;
Zhang, Yuan-Ming

Publication type:

Article

Inflation and Market Uncertainty in South Africa.

Published in:

South African Journal of Economics, 2014, v. 82, n. 4, p. 583, doi. 10.1111/saje.12057

By:

Burger, Philippe

Publication type:

Article

On the Nature of Capital Adjustment Costs.

Published in:

Review of Economic Studies, 2006, v. 73, n. 3, p. 611, doi. 10.1111/j.1467-937X.2006.00389.x

By:

COOPER, RUSSELL W.;
HALTIWANGER, JOHN C.

Publication type:

Article

Stochastic control of networked control systems with packet dropout and time-varying delay.

Published in:

Optimal Control - Applications & Methods, 2013, v. 34, n. 5, p. 517, doi. 10.1002/oca.2035

By:

Wang, Yan

Publication type:

Article

NUMERICAL SOLUTION OF FOKKER-PLANCK-KOLMOGOROV TIME FRACTIONAL DIFFERENTIAL EQUATIONS USING LEGENDRE WAVELET METHOD ALONG WITH CONVERGENCE AND ERROR ANALYSIS.

Published in:

Journal of Advanced Mathematical Modeling (JAMM), 2024, v. 13, n. 5, p. 56, doi. 10.22055/JAMM.2023.40221.2016

By:

MOHAMMADI, SHABAN;
HEJAZI, S. REZA

Publication type:

Article

On the Undecidability of Computing Stationary Distributions and Large Deviation Rates for Constrained Random Walks.

Published in:

Mathematics of Operations Research, 2007, v. 32, n. 2, p. 257, doi. 10.1287/moor.1060.0247

By:

Gamarnik, David

Publication type:

Article

THE COMPLEXITY OF DECENTRALIZED CONTROL OF MARKOV DECISION PROCESSES.

Published in:

Mathematics of Operations Research, 2002, v. 27, n. 4, p. 819, doi. 10.1287/moor.27.4.819.297

By:

Bernstein, Daniel S.;
Givan, Robert;
Immerman, Neil;
Zilberstein, Shlomo

Publication type:

Article

THE THROUGHPUT OF IRREDUCIBLE CLOSED MARKOVIAN QUEUEING NETWORKS: FUNCTIONAL BOUNDS, ASYMPTOTIC LOSS, EFFICIENCY, AND THE HARRISON-WEIN CONJECTURES.

Published in:

Mathematics of Operations Research, 1997, v. 22, n. 4, p. 886, doi. 10.1287/moor.22.4.886

By:

Jin, H.;
Ou, J.;
Kumar, P.R.

Publication type:

Article

HOW DOES THE VALUE FUNCTION OF A MARKOV DECISION PROCESS DEPEND ON THE TRANSITION PROBABILITIES?

Published in:

Mathematics of Operations Research, 1997, v. 22, n. 4, p. 872, doi. 10.1287/moor.22.4.872

By:

Muller, Alfred

Publication type:

Article

Computing mean first passage times for a Markov chain.

Published in:

International Journal of Mathematical Education in Science & Technology, 1995, v. 26, n. 5, p. 729, doi. 10.1080/0020739950260510

By:

Shieskin, Theodore J.

Publication type:

Article

Semi-Markov information model for revenue management and dynamic pricing.

Published in:

OR Spectrum, 2007, v. 29, n. 1, p. 61, doi. 10.1007/s00291-005-0026-z

By:

Walczak, Darius;
Brumelle, Shelby

Publication type:

Article

Revenue management for a make-to-order company with limited inventory capacity.

Published in:

OR Spectrum, 2007, v. 29, n. 1, p. 137, doi. 10.1007/s00291-005-0016-1

By:

Defregger, Florian;
Kuhn, Heinrich

Publication type:

Article

Real interest rates linkages between the USA and the UK in the postwar period.

Published in:

International Journal of Finance & Economics, 2005, v. 10, n. 3, p. 251, doi. 10.1002/ijfe.271

By:

Kanas, Angelos;
Tsiotas, Georgios

Publication type:

Article

Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration.

Published in:

ALEA. Latin American Journal of Probability & Mathematical Statistics, 2015, v. 12, p. 129

By:

Barczy, Mâtyâs;
Zenghu Li;
Pap, Gyula

Publication type:

Article

Moments’ Analysis in Homogeneous Markov Reward Models.

Published in:

Methodology & Computing in Applied Probability, 2009, v. 11, n. 4, p. 583, doi. 10.1007/s11009-008-9075-5

By:

Castella, F.;
Dujardin, G.;
Sericola, B.

Publication type:

Article

On the Finite Buffer Queue with Renewal Input and Batch Markovian Service Process: GI/ BMSP/1/ N.

Published in:

Methodology & Computing in Applied Probability, 2008, v. 10, n. 4, p. 559, doi. 10.1007/s11009-007-9064-0

By:

Banik, A.;
Chaudhry, M.;
Gupta, U.

Publication type:

Article

A Unified Approach for Modeling and Designing Attribute Sampling Plans for Monitoring Dependent Production Processes.

Published in:

Methodology & Computing in Applied Probability, 2005, v. 7, n. 3, p. 307, doi. 10.1007/s11009-005-4519-7

By:

Vellaisamy, P.;
Sankar, S.

Publication type:

Article

Markovian Controllable Queueing Systems with Hysteretic Policies: Busy Period and Waiting Time Analysis.

Published in:

Methodology & Computing in Applied Probability, 2005, v. 7, n. 3, p. 353, doi. 10.1007/s11009-005-4522-z

By:

Artalejo, J.;
Economou, A.

Publication type:

Article

Rice formula for processes with jumps and applications.

Published in:

Extremes, 2015, v. 18, n. 1, p. 15, doi. 10.1007/s10687-014-0200-2

By:

Dalmao, Federico;
Mordecki, Ernesto

Publication type:

Article

Tree Diversity, Landscape Diversity, and Economics of Maple-Birch Forests: Implications of Markovian Models.

Published in:

Management Science, 1998, v. 44, n. 10, p. 1351, doi. 10.1287/mnsc.44.10.1351

By:

Lin, Ching-Rong;
Buongiorno, Joseph

Publication type:

Article

Solving Infinite-Horizon Discounted Markov Games Using a Superharmonic Least-Element Algorithm.

Published in:

Management Science, 1993, v. 39, n. 1, p. 93, doi. 10.1287/mnsc.39.1.93

By:

White, D. J.

Publication type:

Article

RARE EVENT ANALYSIS AND EFFICIENT SIMULATION FOR A MULTI-DIMENSIONAL RUIN PROBLEM.

Published in:

Probability in the Engineering & Informational Sciences, 2017, v. 31, n. 3, p. 265, doi. 10.1017/S0269964816000553

By:

Cahen, Ewan Jacov;
Mandjes, Michel;
Zwart, Bert

Publication type:

Article

An optimal investment and consumption model with stochastic returns.

Published in:

Applied Stochastic Models in Business & Industry, 2009, v. 25, n. 1, p. 45, doi. 10.1002/asmb.720

By:

Wang, Xikui;
Yi, Yanqing

Publication type:

Article

Forecasting exchange rates out of sample: random walk vs. Markov switching regimes.

Published in:

Applied Economics Letters, 2000, v. 7, n. 2, p. 133, doi. 10.1080/135048500351979

By:

Kirikos, Dimitris G.

Publication type:

Article

Some Notes on Large Deviations of Markov Processes.

Published in:

Acta Mathematica Sinica, 2000, v. 16, n. 3, doi. 10.1007/PL00011549

By:

Wu, Liming

Publication type:

Article

Progress and Problems in the Theory of Regenerative Phenomena.

Published in:

Bulletin of the London Mathematical Society, 2006, v. 38, n. 6, p. 881, doi. 10.1112/S0024609306019035

By:

Kingman, J. F. C.

Publication type:

Article

A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs.

Published in:

Scandinavian Journal of Statistics, 2005, v. 32, n. 2, p. 295, doi. 10.1111/j.1467-9469.2005.00422.x

By:

Roverato, Alberto

Publication type:

Article

Subsample distribution distance and McMC convergence.

Published in:

Scandinavian Journal of Statistics, 2005, v. 32, n. 2, p. 313, doi. 10.1111/j.1467-9469.2005.00424.x

By:

Hjorth, Urban;
Vadeby, Anna

Publication type:

Article

Measuring intra-distribution income dynamics: an application to the European regions.

Published in:

Annals of Regional Science, 2010, v. 45, n. 2, p. 313, doi. 10.1007/s00168-009-0304-9

By:

Maza, Adolfo;
Hierro, María;
Villaverde, José

Publication type:

Article

Nonlocal Convection-Diffusion Problems on Bounded Domains and Finite-Range Jump Processes.

Published in:

Computational Methods in Applied Mathematics, 2017, v. 17, n. 4, p. 707, doi. 10.1515/cmam-2017-0029

By:

D'Elia, Marta;
Qiang Du;
Max Gunzburger;
Lehoucq, Richard

Publication type:

Article

ANALYSIS OF UPWIND METHOD FOR PIECEWISE DETERMINISTIC MARKOV PROCESSES.

Published in:: Computational Methods in Applied Mathematics, 2008, v. 8, n. 1, p. 3
Publication type:: Article

Energy-efficient proactive edge caching with sleep scheduling for green networks.

Published in:

EURASIP Journal on Wireless Communications & Networking, 2018, v. 2018, n. 1, p. 1, doi. 10.1186/s13638-018-1204-4

By:

Ko, Haneul;
Lee, Jaewook;
Pack, Sangheon

Publication type:

Article

Uniform value in dynamic programming.

Published in:

Journal of the European Mathematical Society (EMS Publishing), 2011, v. 13, n. 2, p. 309, doi. 10.4171/JEMS/254

By:

Renault, Jérôme

Publication type:

Article

PROMOTION IN STATIC HIERARCHIES.

Published in:

Journal of Management Studies (Wiley-Blackwell), 1968, v. 5, n. 3, p. 380, doi. 10.1111/j.1467-6486.1968.tb00995.x

By:

MAPES, ROY

Publication type:

Article

Connectivity analysis of one-dimensional ad-hoc networks.

Published in:

Wireless Networks (10220038), 2011, v. 17, n. 1, p. 87, doi. 10.1007/s11276-010-0266-y

By:

Boegsted, Martin;
Rasmussen, Jakob;
Schwefel, Hans

Publication type:

Article

Penalization techniques in L <sup>∞</sup> optimization problems with unbounded horizon.

Published in:

Annals of Operations Research, 2008, v. 164, n. 1, p. 17, doi. 10.1007/s10479-007-0259-0

By:

Aragone, Laura S.;
González, Roberto L. V.;
Reyero, Gabriela F.

Publication type:

Article

Kronecker representation and decompositional analysis of closed queueing networks with phase-type service distributions and arbitrary buffer sizes.

Published in:

Annals of Operations Research, 2008, v. 164, n. 1, p. 193, doi. 10.1007/s10479-008-0429-8

By:

Dayar, Tuǧrul;
Meriç, Akın

Publication type:

Article

A SURVEY OF ALGORITHMIC METHODS FOR PARTIALLY OBSERVED MARKOV DECISION PROCESSES.

Published in:

Annals of Operations Research, 1991, v. 28, n. 1-4, p. 47, doi. 10.1007/BF02055574

By:

Lovejoy, William S.

Publication type:

Article

RECURRENCE CONDITIONS FOR MARKOV DECISION PROCESSES WITH BOREL STATE SPACE: A SURVEY.

Published in:

Annals of Operations Research, 1991, v. 28, n. 1-4, p. 29

By:

Hernández-Lerma, Onésimo;
Montes-de-Oca, Raúl;
Cavazos-Cadena, Rolando

Publication type:

Article

RECENT RESULTS ON CONDITIONS FOR THE EXISTENCE OF AVERAGE OPTIMAL STATIONARY POLICIES.

Published in:

Annals of Operations Research, 1991, v. 28, n. 1-4, p. 3, doi. 10.1007/BF02055572

By:

Cavazos-Cadena, Rolando

Publication type:

Article

QUANTUM MARKOV SEMIGROUPS:: PRODUCT SYSTEMS AND SUBORDINATION.

Published in:

International Journal of Mathematics, 2007, v. 18, n. 6, p. 633, doi. 10.1142/S0129167X07004254

By:

MUHLY, PAUL S.;
SOLEL, BARUCH

Publication type:

Article

EVALUATION OF SOFT SEGMENT MODELING ON A CONTEXT INDEPENDENT PHONEME CLASSIFICATION SYSTEM.

Published in:

Arabian Journal for Science & Engineering (Springer Science & Business Media B.V. ), 2007, v. 32, n. 1B, p. 49

By:

Razzazi, Farbod;
Sayadiyan, Aboighasem

Publication type:

Article

Computational Toxicology of Chloroform: Reverse Dosimetry Using Bayesian Inference, Markov Chain Monte Carlo Simulation, and Human Biomonitoring Data.

Published in:

Environmental Health Perspectives, 2008, v. 116, n. 8, p. 1040, doi. 10.1289/ehp.11079

By:

Lyons, Michael A.;
Yang, Raymond S. H.;
Mayeno, Arthur N.;
Reisfeld, Brad

Publication type:

Article

Probability limits on outgoing quality for continuous...

Published in:

Technometrics, 1991, v. 33, n. 4, p. 393, doi. 10.1080/00401706.1991.10484868

By:

McShane, Lisa M.;
Turnbull, Bruce W.

Publication type:

Article

Response.

Published in:

Technometrics, 1990, v. 32, n. 1, p. 27, doi. 10.1080/00401706.1990.10484589

By:

Lucas, James M.;
Saccucci, Michael S.

Publication type:

Article

DYNAMIC PERFORMANCE EVALUATION OF GENERAL THREE-STATE k-OUT-OF-n:G SYSTEMS WITH A NHCTM DEGRADATION PROCESS.

Published in:

Istatistik: Journal of the Turkish Statistical Association, 2017, v. 10, n. 3, p. 52

By:

Iscioglu, Funda

Publication type:

Article

Locally Most Powerful Sequentially Planned Tests in Continuous Time.

Published in:

Sequential Analysis, 2006, v. 25, n. 4, p. 365, doi. 10.1080/07474940600934813

By:

Roters, Markus

Publication type:

Article