Optimal Control of Markov Processes with Age-Dependent Transition Rates

JOURNAL ARTICLE published October 2012 in Applied Mathematics & Optimization

Authors: Mrinal K. Ghosh | Subhamay Saha

Linear Quadratic Optimal Control for Discrete Time Time-Varying Markov Jump Systems

JOURNAL ARTICLE published 2023 in Advances in Applied Mathematics

Authors: 红霞 赵

Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach

JOURNAL ARTICLE published December 2010 in Journal of Applied Probability

Authors: F. Dufour | A. B. Piunovskiy

Exact analysis of summary statistics for continuous-time discrete-state Markov processes on networks using graph-automorphism lumping

JOURNAL ARTICLE published December 2019 in Applied Network Science

Authors: Jonathan A. Ward | Martín López-García

Discrete-Time Markov Chains

BOOK CHAPTER published 1992 in Applied Stochastic System Modeling

Authors: Shunji Osaki

Discrete Time Homogeneous Markov Processes for the Study of the Basic Risk Processes

JOURNAL ARTICLE published December 2015 in Methodology and Computing in Applied Probability

Authors: Guglielmo D’Amico | Fulvio Gismondi | Jacques Janssen | Raimondo Manca

Discrete Time Markov Chains; Reversibility in Time

BOOK CHAPTER published 1979 in Applied Mathematical Sciences

Authors: Julian Keilson

An efficient recursive shooting method for the optimal control of time-varying systems with state time-delay

JOURNAL ARTICLE published February 2016 in Applied Mathematical Modelling

Authors: Amin Jajarmi | Mojtaba Hajipour

Filtering

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Statistical distributions of compartmentalized populations governed by continuous time, discrete state semi-Markov processes

JOURNAL ARTICLE published March 1989 in Applied Mathematics and Computation

Authors: Richard L. Patterson | Zhenkui Ma

Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes

JOURNAL ARTICLE published October 1990 in SIAM Journal on Applied Mathematics

Authors: Bennett L. Fox | Peter W. Glynn

A polynomial-time recursive algorithm for some unconstrained quadratic optimization problems

JOURNAL ARTICLE published September 2011 in Discrete Applied Mathematics

Authors: Walid Ben-Ameur | José Neto

Risk-sensitive average continuous-time Markov decision processes with unbounded transition and cost rates

JOURNAL ARTICLE published June 2021 in Journal of Applied Probability

Authors: Xin Guo | Yonghui Huang

Discrete time Markov chain of a dynamical system with a rest phase

JOURNAL ARTICLE published 2016 in International Journal of Applied Nonlinear Science

Authors: Tufail Malik

Characteristic polynomials for a cycle of non-linear discrete systems with time delays

JOURNAL ARTICLE published 2016 in Vestnik of Saint Petersburg University. Applied Mathematics. Computer Science. Control Processes

Authors: Anna D. Khamitova | Odessa National Polytechnic University

Optimal Control of Markov Processes: Classical Solutions

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Comparison of time-inhomogeneous Markov processes

JOURNAL ARTICLE published December 2016 in Advances in Applied Probability

Authors: Ludger Rüschendorf | Alexander Schnurr | Viktor Wolf

Continuous-Time Markov Decision Processes

BOOK CHAPTER published 2009 in Stochastic Modelling and Applied Probability

Authors: Xianping Guo | Onésimo Hernández-Lerma

Production Planning

BOOK CHAPTER published in Stochastic Modelling and Applied Probability

Stochastic Approximation

BOOK CHAPTER published in Stochastic Modelling and Applied Probability