Mathematical models of risk control for regenerating Markov processes

DOI10.1007/S10559-019-00192-XMaRDI QIDQ2287420zbMATH OpenOpenAlexWikidataFDO

Authors O. A. Voĭna, Andrey O. Voyna

Publication date 20 January 2020

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://rd.springer.com/content/pdf/10.1007/s10559-019-00192-x.pdf

zbMATH Keywords

iterative algorithmsMarkov decision processesoptimal stationary strategiesparallel structureregenerating processrisk function

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40) Risk models (general) (91B05)

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Cites work

• Dynamic risk control in multidimensional Markov models
• scientific article; zbMATH DE number 3915290 (Why is no real title available?)
• scientific article; zbMATH DE number 3609557 (Why is no real title available?)
• scientific article; zbMATH DE number 1883572 (Why is no real title available?)
• scientific article; zbMATH DE number 3333895 (Why is no real title available?)
• Optimal dynamic strategies for stochastic models of marketing promotion mix

Cited in

(4)

• Risk functions in multidimensional stock control models that function in a random Markov environment
• Stochastic models for risk control programs of organizations
• Some Models of Inventory Level Optimization in Logistics Processes
• Dynamic risk control in multidimensional Markov models

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