Continuous-time Markov chain

Results: 85



#Item
31Markov models / Mathematical analysis / Probability and statistics / Markov chain / Continuous-time Markov process / Optimal control / Dynamic programming / Statistics / Markov processes / Mathematical optimization

Numerical Methods for Optimal Dividend Payment and Investment Strategies of Regime-switching Jump Diffusion Models with Capital Injections Zhuo Jin,∗ Hailiang Yang,†

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2014-04-02 01:16:30
32Stochastic processes / Markov chain / Probability theory / Continuous-time Markov process / Ergodicity / Statistics / Markov processes / Markov models

Preliminary System Safety Analysis with Limited Markov Chain Generation P.-A. Brameret ∗ J.-M. Roussel ∗ A. Rauzy ∗∗ ∗ Lurpa, Ens de Cachan, 61 avenue du Pr´esident Wilson,

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Source URL: altarica.fr

Language: English - Date: 2013-09-13 10:59:47
33Markov chain / Continuous-time Markov process / Uncertainty / Attribute grammar / Risk / Attribute / Statistics / Markov processes / Markov models

Influence of Attribute Freshness on Decision Making in Usage Control ? Leanid Krautsevich1, Aliaksandr Lazouski1, Fabio Martinelli2 , and Artsiom Yautsiukhin2 1

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Source URL: wwwold.iit.cnr.it

Language: English - Date: 2011-02-01 10:09:07
34Bioinformatics / Technical analysis / Mathematical finance / Markov chain / Volatility / Hidden Markov model / Continuous function / Forecasting / Autoregressive conditional heteroskedasticity / Statistics / Markov models / Time series analysis

Analyzing the sign of financial local trends via Hidden Markov Models Manuele Bicego, Enrico Grosso and Edoardo Otranto The problem of forecasting financial time series has received great attention in the past. In this p

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Source URL: profs.sci.univr.it

Language: English - Date: 2011-10-29 18:01:37
35Bayesian statistics / Markov models / Bayesian network / Gibbs sampling / Markov chain / Expectation–maximization algorithm / Machine learning / Statistics / Networks / Graphical models

Journal of Machine Learning Research[removed]1140 Submitted 10/09; Revised 1/10; Published 3/10 Continuous Time Bayesian Network Reasoning and Learning Engine Christian R. Shelton

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Source URL: www.jmlr.org

Language: English - Date: 2010-03-09 15:22:27
36Markov models / Mathematics / Matrices / Stochastic processes / Markov chain / Stochastic matrix / Matrix / Continuous-time Markov process / Matrix theory / Statistics / Markov processes / Algebra

The InsTITuTe for sysTems research Isr TechnIcal rePorT[removed]Convergence results for the linear consensus problem under Markovian random graphs

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Source URL: drum.lib.umd.edu

Language: English - Date: 2014-05-21 09:51:00
37Statistical inference / Markov chain / Stochastic processes / Semi-Markov process / Estimation theory / Estimator / Stochastic matrix / Normal distribution / Continuous-time Markov process / Statistics / Markov models / Markov processes

Journal of Reliability and Statistical Studies; ISSN (Print): [removed], (Online):[removed]Vol. 5, Issue Special (2012): 15-26 ESTIMATION OF THE STATIONARY DISTRIBUTION OF A SEMI-MARKOV CHAIN Vlad Stefan Barbu*, Jan Bul

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Source URL: www.jrss.in

Language: English - Date: 2012-05-07 11:58:12
38Markov chain / Markov property / Stochastic matrix / Semi-Markov process / Renewal theory / Continuous-time Markov process / Kolmogorov equations / Statistics / Markov processes / Markov models

Microsoft Word - DAMICO_MANCA_GUILLEN.docx

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Source URL: ddd.uab.cat

Language: English - Date: 2012-07-10 03:06:14
39Queueing theory / Markov models / Markov chain / Continuous-time Markov process / Queueing model / Fluid queue / State space / Birth–death process / Statistics / Stochastic processes / Markov processes

Stability analysis of N-model systems under a static priority rule∗ Tolga Tezcan University of Rochester Simon Graduate School of Business Rochester, NY [removed]

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Source URL: tolgatezcan.simon.rochester.edu

Language: English - Date: 2011-11-24 16:11:54
40Chemical engineering / Chemical reactors / Dynamic programming / Stochastic control / Markov decision process / Fischer–Tropsch process / Continuous-time Markov process / Chain reaction / Chemical reaction / Chemistry / Statistics / Markov processes

Power Optimization in Nano Sensor Networks for Chemical Reactors Eisa Zarepour, Mahbub Hassan, Chun Tung Chou School of Computer Science and Engineering University of New South Wales, Sydney, Australia

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Source URL: www.cse.unsw.edu.au

Language: English - Date: 2014-07-23 20:09:36
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