Discrete-time semi-Markov random evolutions and their applications

DOI10.1239/AAP/1363354109zbMATH Open1271.90106OpenAlexW2077645291MaRDI QIDQ4915656FDOQ4915656

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

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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 (14)

• Title not available (Why is that?)
• Discrete-Time Semi-Markov Random Evolutions and Their Applications
• Asymptotic expansion of semi-Markov random evolutions
• Title not available (Why is that?)
• Discrete-time semi-Markov random evolutions -- average and diffusion approximation of difference equations and additive functionals
• On discrete-time semi-Markov processes
• Averaging and diffusion approximation of vector difference equations in random media with applications to biological systems
• Local theorems for (multidimensional) additive functionals of semi-Markov chains
• The parallel semi-Markov processes in objects group control tasks
• A semi-martingale representation for a semi-Markov chain with application to finance
• Semi-Markov random evolutions: some ideas, methods and results
• A semi-Markovian modeling of limit order markets
• A Review of Some Recent Work on Discontinuous Markoff Processes with Applications to Biology, Physics and Actuarial Science
• Estimation of stationary probability of semi-Markov chains

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