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Denumerable State Markovian Decision Processes-Average Cost Criterion

JOURNAL ARTICLE published December 1966 in The Annals of Mathematical Statistics

Authors: Cyrus Derman

Invariant Measures on Some Markov Processes

JOURNAL ARTICLE published October 1971 in The Annals of Mathematical Statistics

Authors: Y. S. Yang

Discrete-Time Conversion for Simulating Finite-Horizon Markov Processes

REPORT published 1 May 1989

Authors: Bennett L. Fox | Peter W. Glynn

Strong Ratio Limit Theorems for Markov Processes

JOURNAL ARTICLE published April 1972 in The Annals of Mathematical Statistics

Authors: Michael Lin

Markov Renewal Processes: Definitions and Preliminary Properties

JOURNAL ARTICLE published December 1961 in The Annals of Mathematical Statistics

Authors: Ronald Pyke

Markov Renewal Processes with Finitely Many States

JOURNAL ARTICLE published December 1961 in The Annals of Mathematical Statistics

Authors: Ronald Pyke

Remark Concerning Two-State Semi-Markov Processes

JOURNAL ARTICLE published June 1961 in The Annals of Mathematical Statistics

Authors: C. Derman

A Note on Comparisons of Markov Processes

JOURNAL ARTICLE published February 1972 in The Annals of Mathematical Statistics

Authors: George O'Brien

Generating Functions for Markov Renewal Processes

JOURNAL ARTICLE published March 1964 in The Annals of Mathematical Statistics

Authors: Marcel F. Neuts

On weak conditions and optimality inequality solutions in risk-sensitive controlled Markov processes with average criterion

PROCEEDINGS ARTICLE published in Proceedings of the 41st IEEE Conference on Decision and Control, 2002.

Authors: A. Brau-Rojas | E. Fernandez-Gaucherand

Continuous Time Regressions with Discrete Data

JOURNAL ARTICLE published 1 May 1975 in The Annals of Statistics

Authors: P. M. Robinson

First passage risk probability optimality for continuous time Markov decision processes

JOURNAL ARTICLE published 10 March 2019 in Kybernetika

Authors: Haifeng Huo | Xian Wen

The study of basic risk processes by discrete-time non-homogeneous Markov processes

JOURNAL ARTICLE published 5 October 2018 in Theory of Probability and Mathematical Statistics

Authors: G. D’Amico | F. Gismondi | J. Janssen | R. Manca | F. Petroni | E. Volpe di Prignano

New discount and average optimality conditions for continuous-time Markov decision processes

JOURNAL ARTICLE published December 2010 in Advances in Applied Probability

Authors: Xianping Guo | Liuer Ye

Density Estimation in a Continuous-Time Stationary Markov Process

JOURNAL ARTICLE published 1 March 1979 in The Annals of Statistics

Authors: Hung T. Nguyen

The Expected Total‐Reward Criterion

OTHER published 15 April 1994 in Markov Decision Processes

The $n$th-Order Bias Optimality for Multichain Markov Decision Processes

JOURNAL ARTICLE published March 2008 in IEEE Transactions on Automatic Control

Limit Theorems for Markov Renewal Processes

JOURNAL ARTICLE published December 1964 in The Annals of Mathematical Statistics

Authors: Ronald Pyke | Ronald Schaufele

Non-Singular Recurrent Markov Processes have Stationary Measures

JOURNAL ARTICLE published June 1964 in The Annals of Mathematical Statistics

Authors: Richard Isaac

Markov jump processes in modeling coalescent with recombination

JOURNAL ARTICLE published 1 August 2014 in The Annals of Statistics

Authors: Xian Chen | Zhi-Ming Ma | Ying Wang