Sufficient stochastic maximum principle for the optimal control of semi-Markov modulated jump-diffusion with application to Financial optimization [PDF]
, 2014 The finite state semi-Markov process is a generalization over the Markov chain in which the sojourn time distribution is any general distribution. In this article we provide a sufficient stochastic maximum principle for the optimal control of a semi ...
Deshpande, Amogh
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Contribution to the Analysis of Non-Stationary Random Vibration of Vehicles
Communications, 2001 The goal of the paper is to include non-stationary random vibration excitation into the "classic" statistical solution of vehicles. Other vehicle parameters are the deterministic functions.
Milan Saga
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Phase transition for piecewise linear fibonacci bimodal map
AIMS Mathematics, 2023 In this paper we concern with the Fibonacci bimodal maps. We first study the topological properties of the Fibonacci bimodal maps in the context of kneading map and give an equivalent description of Fibonacci combinatorics.
Haoyang Ji , Wenxiu Ma
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Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network [PDF]
Royal Society Open Science, 2018 This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based ...
Zhiqiang Li +4 more
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Generalized Markov stability of network communities
, 2020 We address the problem of community detection in networks by introducing a general definition of Markov stability, based on the difference between the probability fluxes of a Markov chain on the network at different time scales.
Cimini, Giulio +2 more
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A continuum-tree-valued Markov process [PDF]
, 2012 We present a construction of a L\'evy continuum random tree (CRT) associated with a super-critical continuous state branching process using the so-called exploration process and a Girsanov's theorem.
Jean-françois Delmas +2 more
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THE MARKOV MODEL OF SAFETY OF MAINTENANCE OF COMPLEX EQUIPMENT
Надежность и качество сложных систем, 2022 Background. Maintenance is one of the most important stages of operation, which is aimed at maintaining and, if necessary, restoring serviceable condition.
M.A. Sivoplyas
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Research on Reliability Test Cycle of Drive Motor System Based on User Model
Kongzhi Yu Xinxi Jishu, 2023 To address the issues in reliability bench tests for drive motor system of electric vehicle, particularly low correlation between reliability test conditions and real-world user driving scenarios, as well as non-equivalence in damage effects, a method ...
LIU Haichao +4 more
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Transient Probability Functions: A Sample Path Approach [PDF]
Discrete Mathematics & Theoretical Computer Science, 2003 A new approach is used to determine the transient probability functions of Markov processes. This new solution method is a sample path counting approach and uses dual processes and randomization.
Michael L. Green +4 more
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Unusual Japanese Decision-making: Markov Process of Decision-making [PDF]
Revista de Management Comparat International, 2021 There is not enough research on decision-making and management process of organizations that do not make a profit. Economists should include healthy companies, as well as sick ones, the same way doctors do.
Nobumichi WATAHIKI +4 more
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