Wind power time series simulation model based on typical daily output processes and Markov algorithm
The simulation of wind power time series is a key process in renewable power allocation planning, operation mode calculation, and safety assessment. Traditional single-point modeling methods discretely generate wind power at each moment; however, they ...
Zhihui Cong +3 more
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Event‐triggered second‐moment stabilisation under action‐dependent Markov packet drops
This paper considers the problem of the second‐moment stabilisation of a scalar linear plant with process noise. It is assumed that the sensor communicates with the controller over an unreliable channel, whose state evolves according to a Markov chain ...
Shourya Bose, Pavankumar Tallapragada
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DEVELOPMENT OF A MODEL FOR THE DYNAMICS OF PROBABILITIES OF STATES OF SEMI-MARKOV SYSTEMS
The subject is the study of the dynamics of probability distribution of the states of the semi-Markov system during the transition process before establishing a stationary distribution.
Lev Raskin +3 more
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Optimal Hysteresis Control via a Queuing System with Two Heterogeneous Energy-Consuming Servers
A queuing system having two different servers is under study. Demands enter the system according to a Markov arrival process. Service times have phase-type distribution.
Ciro D’Apice +3 more
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New Results on Markov Moment Problem [PDF]
The present work deals with the existence of the solutions of some Markov moment problems. Necessary conditions, as well as necessary and sufficient conditions, are discussed. One recalls the background containing applications of extension results of linear operators with two constraints to the moment problem and approximation by polynomials on ...
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Timed Comparisons of Semi-Markov Processes [PDF]
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time.
Bacci, Giorgio +4 more
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Markov decision programming–the moment optimal problem for the first-passage model [PDF]
AbstractIn this paper, we discuss MDP-the moment optimal problem for the first-passage model. A policy improvement iteration algorithm is given for finding the k-moment optimal stationary policy.
Liu, Jianyong, Liu, Ke
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Second moment constraints and the control problem of Markov jump linear systems [PDF]
SUMMARYThis paper addresses the optimal solution for the regulator control problem of Markov jump linear systems subject to second moment constraints. We can characterize and obtain the solution explicitly using linear matrix inequalities techniques. The constraints are imposed on the second moment of both the system state and control vector, and the ...
Vargas, A.N. +2 more
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The monomer-dimer problem and moment Lyapunov exponents of homogeneous Gaussian random fields [PDF]
We consider an "elastic" version of the statistical mechanical monomer-dimer problem on the n-dimensional integer lattice. Our setting includes the classical "rigid" formulation as a special case and extends it by allowing each dimer to consist of ...
A. N. Shiryaev +46 more
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Markov Moment Problems on Special Closed Subsets of Rn
First, this paper provides characterizing the existence and uniqueness of the linear operator solution T for large classes of full Markov moment problems on closed subsets F of Rn. One uses approximation by special nonnegative polynomials. The case when F is compact is studied. Then the cases when F=Rn and F=R+n are under attention.
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