Discrete-time semi-Markov random evolutions and their applications

DOI10.1239/AAP/1363354109MaRDI QIDQ4915656zbMATH OpenOpenAlexFDO

Authors Anatoliy Swishchuk, N. Limnios

Publication date 11 April 2013

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aap/1363354109

zbMATH Keywords

Hamilton-Jacobi-Bellman equationgeometric Markov renewal processSemi-Markov random evolution

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Markov renewal processes, semi-Markov processes (60K15) Processes in random environments (60K37) Markov and semi-Markov decision processes (90C40)

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Cited in

(15)

• Local theorems for (multidimensional) additive functionals of semi-Markov chains
• The parallel semi-Markov processes in objects group control tasks
• Asymptotic expansion of semi-Markov random evolutions
• A semi-martingale representation for a semi-Markov chain with application to finance
• On discrete-time semi-Markov processes
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• Averaging and diffusion approximation of vector difference equations in random media with applications to biological systems
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