Results 11 to 20 of about 31,071 (152)

Bitcoin Selfish Mining Modeling and Dependability Analysis [PDF]

open access: yesInternational Journal of Mathematical, Engineering and Management Sciences, 2022
Blockchain technology has gained prominence over the last decade. Numerous achievements have been made regarding how this technology can be utilized in different aspects of the industry, market, and governmental departments.
Chencheng Zhou   +3 more
doaj   +1 more source

Markov Model of Cyber Attack Life Cycle Triggered by Software Vulnerability [PDF]

open access: yesInternational Journal of Electronics and Telecommunications, 2021
Software vulnerability life cycles illustrate changes in detection processes of software vulnerabilities during using computer systems. Unfortunately, the detection can be made by cyber-adversaries and a discovered software vulnerability may be ...
Romuald Hoffmann
doaj   +1 more source

Optimal control of multiple Markov-switching stochastic systems with numerical applications

open access: yesResults in Control and Optimization, 2022
In this article the authors set up an optimal control framework for a hybrid stochastic system with dual or multiple Markov switching diffusion processes, while Markov chains governing these switching diffusions are not identical as assumed in the ...
Jianmin Shi
doaj   +1 more source

Continuous-time controlled Markov chains

open access: yesThe Annals of Applied Probability, 2003
The authors consider continuous-time Markov decision processes with a denumerable state space and Borel action space where the cost and the transition rates are allowed to be unbounded. In the class of deterministic stationary policies they first give very weak conditions under which the existence of \(\varepsilon\)-optimal \((\varepsilon\geq 0 ...
Guo, Xianping   +1 more
openaire   +3 more sources

Imprecise continuous-time Markov chains

open access: yesInternational Journal of Approximate Reasoning, 2017
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models computationally tractable, they rely on a number of assumptions that may not be realistic for the domain of ...
Thomas Krak, Jasper De Bock, Arno Siebes
openaire   +4 more sources

Event-Chain Monte Carlo: Foundations, Applications, and Prospects

open access: yesFrontiers in Physics, 2021
This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It analyzes a number
Werner Krauth
doaj   +1 more source

A continuous-time Markov chain and stochastic differential equations approach for modeling malaria propagation

open access: yesHealthcare Analytics, 2023
Malaria is the world’s most fatal and challenging parasitic disease, caused by the Plasmodium parasite and transmitted to humans by the bites of infected female mosquitos.
Asma Akter Akhi   +3 more
doaj   +1 more source

Analyzing the profit-loss sharing contracts with Markov model

open access: yesCommunications in Science and Technology, 2016
The purpose of this paper is to examine how to use first order Markov chain to build a reliable monitoring system for the profit-loss sharing based contracts (PLS) as the mode of financing contracts in Islamic bank with censored continuous-time ...
Imam Wahyudi, Ali Sakti
doaj   +1 more source

Numerical Computation of Distributions in Finite-State Inhomogeneous Continuous Time Markov Chains, Based on Ergodicity Bounds and Piecewise Constant Approximation

open access: yesMathematics, 2023
In this paper it is shown, that if a possibly inhomogeneous Markov chain with continuous time and finite state space is weakly ergodic and all the entries of its intensity matrix are locally integrable, then, using available results from the perturbation
Yacov Satin   +3 more
doaj   +1 more source

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