Discrete-Time Semi-Markov Random Evolutions and their Applications (Q4915656): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2077645291 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contingent claims valuation when the security price is a combination of an Itō process and a random point process / rank
 
Normal rank
Property / cites work
 
Property / cites work: General logarithmic Sobolev inequalities and Orlicz imbeddings / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Decision Problems and State-Action Frequencies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Switching Processes in Queueing Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal policies for controlled Markov chains with a constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming for ergodic control with partial observations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Decision Processes with Asymptotic Average Failure Rate Constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Piecewise deterministic Markov processes applied to fatigue crack growth modelling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random evolutions: A survey of results and problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3774629 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4236285 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3376049 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to Non-Linear Mechanics. (AM-11) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4045930 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997990 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Semi-Markov Random Evolutions – Average and Diffusion Approximation of Difference Equations and Additive Functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Markov processes and reliability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorems for additive functionals of Markov chains. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov chains and stochastic stability / rank
 
Normal rank
Property / cites work
 
Property / cites work: General Irreducible Markov Chains and Non-Negative Operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4003381 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Renewal Processes: Definitions and Preliminary Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markov Renewal Processes with Finitely Many States / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit Theorems for Markov Renewal Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4098445 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4340096 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Theory of Markov Renewal / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3979868 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4443546 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4693053 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random perturbation methods with applications in science and engineering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4001834 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale Approach to Limit Theorems for Semi–Markov Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Markov random evolutions: some ideas, methods and results / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Geometric Markov Renewal Processes with Application to Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion approximations of the geometric Markov renewal processes and option price formulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4441736 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sample-path average cost optimality for semi-Markov control processes on Borel spaces: unbounded costs and mean holding times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-Time Markov Chains / rank
 
Normal rank

Latest revision as of 09:14, 6 July 2024

scientific article; zbMATH DE number 6153157
Language Label Description Also known as
English
Discrete-Time Semi-Markov Random Evolutions and their Applications
scientific article; zbMATH DE number 6153157

    Statements

    Discrete-Time Semi-Markov Random Evolutions and their Applications (English)
    0 references
    0 references
    0 references
    11 April 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Semi-Markov random evolution
    0 references
    geometric Markov renewal process
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references