Adding noise to Markov cohort state‐transition model in decision modeling and cost‐effectiveness analysis

JOURNAL ARTICLE published 15 May 2020 in Statistics in Medicine

Authors: Rowan Iskandar

Inference in finite state space non parametric Hidden Markov Models and applications

JOURNAL ARTICLE published January 2016 in Statistics and Computing

Authors: E. Gassiat | A. Cleynen | S. Robin

Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths

JOURNAL ARTICLE published 6 January 2003 in Communications in Statistics - Simulation and Computation

Authors: Maria E. Calzada | Stephen M. Scariano

Estimating the Infinitesimal Generator of a Continuous Time, Finite State Markov Process

JOURNAL ARTICLE published June 1962 in The Annals of Mathematical Statistics

Authors: Arthur Albert

Introduction to Markov Decision Processes

OTHER published 4 August 2011 in Wiley Series in Probability and Statistics

Learning Automaton for Finite Semi-Markov Decision Processes

BOOK CHAPTER published 1983 in Mathematical Learning Models — Theory and Algorithms

Authors: Yousri M. El-Fattah

Estimation of the stationary distribution of semi-Markov processes with Borel state space

JOURNAL ARTICLE published August 2006 in Statistics & Probability Letters

Authors: N. Limnios

Statistical Inference for Probabilistic Functions of Finite State Markov Chains

JOURNAL ARTICLE published December 1966 in The Annals of Mathematical Statistics

Authors: Leonard E. Baum | Ted Petrie

Nonlinear Markov Games on a Finite State Space (Mean-field and Binary Interactions)

JOURNAL ARTICLE published 26 April 2012 in International Journal of Statistics and Probability

Authors: Vassili N. Kolokoltsov

Nonanticipative risk sensitive control: the martingale method

JOURNAL ARTICLE published August 2003 in Statistics & Probability Letters

Authors: J.P. Lepeltier

Extended Poisson equation for weakly ergodic Markov processes

JOURNAL ARTICLE published 11 January 2013 in Theory of Probability and Mathematical Statistics

Authors: A. Yu. Veretennikov | A. M. Kulik

Admissibility and Distribution of Some Probabilistic Functions of Discrete Finite State Markov Chains

JOURNAL ARTICLE published October 1968 in The Annals of Mathematical Statistics

Authors: Chia Kuei Tsao

A Class of Markov Chain Models for Average Run Length Computations for Autocorrelated Processes

JOURNAL ARTICLE published August 2013 in Communications in Statistics - Simulation and Computation

Authors: Xuan Huang | Nuo Xu | Søren Bisgaard

Continuous control of piecewise deterministic Markov processes with long run average cost

BOOK CHAPTER published October 2012 in Advances in Statistics, Probability and Actuarial Science

Authors: O. L. V. Costa | F. Dufour

Arbitrary State Markovian Decision Processes

JOURNAL ARTICLE published December 1968 in The Annals of Mathematical Statistics

Authors: Sheldon M. Ross

Computation of Optimum in Average Designs for Experiments with Finite Design Space

JOURNAL ARTICLE published 4 January 2003 in Communications in Statistics - Simulation and Computation

Authors: Hans Pettersson | Hans Nyquist

On a Markov analogue of continuous-time Q-processes

JOURNAL ARTICLE published 2012 in Theory of Probability and Mathematical Statistics

Authors: Azam A. Imomov

Solution to Stein’s Equation for Self-Decomposable Laws

BOOK CHAPTER published 2019 in On Stein's Method for Infinitely Divisible Laws with Finite First Moment

Authors: Benjamin Arras | Christian Houdré

Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution

JOURNAL ARTICLE published 1 September 2009 in The Annals of Applied Statistics

Authors: Asger Hobolth | Eric A. Stone

On the Distribution of the Supremum Functional for Semi-Markov Processes with Continuous State Spaces

JOURNAL ARTICLE published June 1969 in The Annals of Mathematical Statistics

Authors: Lawrence D. Stone