Results 11 to 20 of about 98,361 (229)
Mean Field Game with Delay: A Toy Model
Risks, 2018 We study a toy model of linear-quadratic mean field game with delay. We “lift” the delayed dynamic into an infinite dimensional space, and recast the mean field game system which is made of a forward Kolmogorov equation and a backward ...
Jean-Pierre Fouque, Zhaoyu Zhang
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On truncations for weakly ergodic inhomogeneous birth and death processes
International Journal of Applied Mathematics and Computer Science, 2014 We investigate a class of exponentially weakly ergodic inhomogeneous birth and death processes. We consider special transformations of the reduced intensity matrix of the process and obtain uniform (in time) error bounds of truncations. Our approach also
Zeifman Alexander +3 more
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Alternative Transient and Steady State Analysis of Some Gaver’s Parallel Systems [PDF]
International Journal of Mathematical, Engineering and Management SciencesThis paper presents one of the most interesting generalizations of Gaver’s basic two-unit parallel system sustained by a cold standby unit and attended by a repairman with multiple vacations.
Ramaz Khurodze +3 more
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Nigerian Journal of Basic and Applied Sciences, 2014 Reliability is an important area that is receiving attention globally. This paper studies reliability analysis of a two-dissimilar-unit cold standby system with three modes using Kolmogorov forward equation’s method, in which its reliability and availability analysis are evaluated.
Ali, UA, Bala, NI, Yusuf, I
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International Journal of Applied Mathematics and Computer Science, 2018 In this paper we present a method for the computation of convergence bounds for four classes of multiserver queueing systems, described by inhomogeneous Markov chains.
Zeifman Alexander +5 more
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Cost Analysis of K-Out of-n Repairable System with Dependent Failure and Stand by Support Using Kolmogorov’s Forward Equations Method [PDF]
Journal of Mathematics and Statistics, 2009 Problem statement: Many authors have studied k-out of-n repairable system with dependent failure and standby support. The question was raised whether the repair and standby units support increase the reliability of the system. Determine the efficiency of repair and standby support on the reliability of the system.
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IEEE Access, 2019 Effectiveness evaluation of LEO satellite communication system can not only guide the optimization of constellation program, but also play an important role in the stage of system design.
Ruirui Shao +6 more
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A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces [PDF]
, 2019 We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes $(Y,Z)$, with generator with quadratic growth with respect to $Z$.
Addona, Davide +2 more
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Systems Science & Control Engineering, 2017 Andrey Kolmogorov put forward in 1933 the five fundamental axioms of classical probability theory. The original idea in my complex probability paradigm is to add new imaginary dimensions to the experiment real dimensions which will make the work in the ...
Abdo Abou Jaoude
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Talus Slope Stability Analysis in a Chemical Industrial Park Based on Dual Factor System
Chemical Engineering Transactions, 2017 Due to the high risk in the production process and the toxicity of the products, the location of chemical Industry is required to be far away from urban areas and other densely populated areas. Therefore, more and more chemical companies are removed from
Huiming Liu +3 more
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