Results 221 to 230 of about 252,736 (238)

Stochastic Optimization on Continuous Domains With Finite-Time Guarantees by Markov Chain Monte Carlo Methods

IEEE Transactions on Automatic Control, 2010
Andrea Lecchini-Visintini, Jan M Maciejowski   +1 more
exaly  

American Option Valuation under Continuous-Time Markov Chains

Advances in Applied Probability, 2015
Björn Eriksson, M. Pistorius
semanticscholar   +1 more source

Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics

Multiscale Modeling and Simulation, 2012
David F Anderson
exaly  

Maximum likelihood estimation of diffusions by continuous time Markov chain

Computational Statistics and Data Analysis, 2022
exaly  

Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space

, 2015
K. Suresh Kumar, Chandan Pal
semanticscholar   +1 more source

Continuous time Markov processes

, 2014
F. Kelly, E. Yudovina
semanticscholar   +1 more source

Continuous-Time Markov Chains

1991
openaire   +1 more source

A general framework for time-changed Markov processes and applications

European Journal of Operational Research, 2019
Zhen-Yu Cui, Justin Kirkby
exaly  

Continuous-Time Markov Chains

1993
openaire   +1 more source

Investigation of continuous time Markov chain approximate transient analysis via subgraph generation in the case of a car sharing system model

Expert Systems With Applications
Mindaugas Bražėnas, Eimutis Valakevicius   +1 more
exaly