Applied Semi-Markov Processes
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financial applicationsMarkov random walksMarkov-renewal theorynumerical methodsreward processessemi-Markov random walks
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Financial applications of other theories (91G80)
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Cited in
(79)- Semi-Markov reliability models with recurrence times and credit rating applications
- On the distributions of the state sizes of closed continuous time homogeneous Markov systems
- Homogeneous discrete time alternating compound renewal process: a disability insurance application
- Reward algorithms for semi-Markov processes
- Stability analysis of semi-Markov switched stochastic systems
- Reliability measures of semi-Markov systems with general state space
- Change point dynamics for financial data: an indexed Markov chain approach
- A note on the distribution of multivariate Brownian extrema
- Time-varying gain controller synthesis of piecewise homogeneous semi-Markov jump linear systems
- ROCOF of higher order for semi-Markov processes
- Analysis of IBNR liabilities with interevent times depending on claim counts
- On the derivative counting processes of first- and second-order aggregated semi-Markov systems
- Modelling of lung cancer survival data for critical illness insurances
- Stability and stabilization for positive systems with semi-Markov switching
- Analysis of an aggregate loss model in a Markov renewal regime
- Stability analysis of linear systems subject to regenerative switchings
- Sliding mode control for semi-Markovian jump systems via output feedback
- An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance
- Transient and stationary characteristics of a packet buffer modelled as an \(\mathrm{MAP}/\mathrm{SM}/1/b\) system
- The multivariate non-homogeneous Markov manpower system in a departmental mobility framework
- A reinforcement-learning approach for admission control in distributed network service systems
- The Augmented Semi-Markov System in Continuous Time
- Stochastic cash flows modelled by homogeneous and non-homogeneous discrete time backward semi-Markov reward processes
- Markov reward models and Markov decision processes in discrete and continuous time: performance evaluation and optimization
- Step semi-Markov models and application to manpower management
- A demand prediction model for replacement parts using a Markov renewal process with termination
- Parametric inference for time-to-failure in multi-state semi-Markov models: a comparison of marginal and process approaches
- Large deviations for a damped telegraph process
- scientific article; zbMATH DE number 3850332 (Why is no real title available?)
- Estimation for discrete-time semi-Markov reward processes: analysis and inference
- Semi-Markov Risk Models for Finance, Insurance and Reliability
- The Dynamic Behaviour of Non-Homogeneous Single-Unireducible Markov and Semi-Markov Chains
- scientific article; zbMATH DE number 4104147 (Why is no real title available?)
- A note on the inflated-parameter binomial distribution
- The study of basic risk processes by discrete-time non-homogeneous Markov processes
- A semi-Markov approach to the stock valuation problem
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Quantification of model uncertainty on path-space via goal-oriented relative entropy
- The parallel semi-Markov processes in objects group control tasks
- Earthquakes occurrences estimation through a parametric semi-Markov approach
- An association model for bivariate data with application to the analysis of university students' success
- Research of optimum strategy for semi-Markov queueing models at control of CBSMAP-flow. Algorithmization
- A customer's utility measure based on the reliability of multi-state systems
- Asymptotic stability in distribution of stochastic systems with semi-Markovian switching
- Research and optimization of semi-Markov queueing models
- Semi-Markov processes and reliability
- Wind speed modeled as an indexed semi‐Markov process
- Belief reliability analysis of traffic network: an uncertain percolation semi-Markov model
- GeneralizedH2control of the linear system with semi‐Markov jumps
- Inference of binary regime models with jump discontinuities
- Large deviations for the empirical measure and empirical flow of Markov renewal processes with a countable state space
- Investigating some attributes of periodicity in DNA sequences via semi-Markov modelling
- Semimartingale representation of a class of semi-Markov dynamics
- Discrete time non-homogeneous semi-Markov reliability transition credit risk models and the default distribution functions
- Bayesian nonparametric estimation of first passage distributions in semi-Markov processes
- A micro-to-macro approach to returns, volumes and waiting times
- Generalized \(\mathrm{H}_2\) control of discrete-time semi-Markov jump systems
- Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application
- Number of visits in arbitrary sets for -mixing dynamics
- A semi-Markov approach to financial modelling during the COVID-19 pandemic
- The controller with installed polling program model for vector control systems
- Analysis of semi-Markov reward processes motivated by ramp rate limitation in wind farms
- A non-homogeneous alternating renewal process model for interval censoring
- Introduction, analysis and limiting behaviour of a multi-level nonhomogeneous semi-Markov system with a reducible embedded Markov chain
- Conditional hitting time and state-dependent measures in semi-Markov models
- Some results for the delayed renewal function
- Mathematical support for hierarchical digital control of a complex technological object
- Risk probability optimization of finite horizon piecewise deterministic Markov decision processes
- Bivariate dependence, stochastic orders and conditional tails of the recurrence times in a renewal process
- Numerical approach for assessing system dynamic availability via continuous time homogeneous semi-Markov processes
- The covariance of the forward and backward recurrence times in a delayed renewal process
- On the joint right-tail distribution of the forward and backward recurrence times in a delayed renewal process
- Random dynamics of gene transcription activation in single cells
- Discrete time homogeneous Markov processes for the study of the basic risk processes
- Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
- A stochastic model for the HIV/AIDS dynamic evolution
- A non-homogeneous continuous time semi-Markov model for the study of accumulated claim process
- Initial and final backward and forward discrete time non-homogeneous semi-Markov credit risk models
- Unsupervised segmentation of new semi-Markov chains hidden with long dependence noise
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