Results 11 to 20 of about 13,921 (215)
Entropy, 2022 This paper addresses the asynchronous stabilization problem of two typical stochastic switching systems, i.e., dual switching systems and semi-Markov jump systems.
Yushu Deng +5 more
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Efficient estimation of Markov-switching model with application in stock price classification [PDF]
Mathematics and Modeling in Finance, 2021 In this paper, we discuss the calibration of the geometric Brownian motion model equipped with Markov-switching factor. Since the motivation for this research comes from a recent stream of literature in stock economics, we propose an efficient estimation
Farshid Mehrdoust +2 more
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Event-Based Consensus Tracking for Nonlinear Multi-Agent Systems Under Semi-Markov Jump Topology
IEEE Access, 2021 This paper studies the event-triggering leader-follower consensus with the strictly dissipative performance for nonlinear multi-agent systems (MASs) with semi-Markov changing topologies.
Jiafeng Yu +4 more
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Prediction of PM2.5 pollution in Tehran air based on temperature and pressure using Markovian regime-switching non-parametric additive transitive regression model [PDF]
ریاضی و جامعه, 2023 In this paper, we introduce the Markovian regime-switching regression model, which is a graphical model based on the hidden Markov model. This model can be viewed as a clustered regression model, in which a Markov process models the transition from one ...
Morteza Amini
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Control problem for the impulse process under stochastic optimization procedure and Levy conditions
Математичні Студії, 2021 A stochastic approximation procedure and a limit generator of the original problem are constructed for a system of stochastic differential equations with Markov switching and impulse perturbation under Levy approximation conditions with control, which is
Ya. M. Chabanyuk +2 more
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Mathematics, 2022 This study applies a Markov switching error correction model to describe the single most important real exchange rate (Deutsche mark versus US dollar) over the flexible exchange rates period from 1973 to 2004.
Michael Frömmel +2 more
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Stability of reaction–diffusion systems with stochastic switching
Nonlinear Analysis, 2019 In this paper, we investigate the stability for reaction systems with stochastic switching. Two types of switched models are considered: (i) Markov switching and (ii) independent and identically distributed switching.
Lijun Pan, Jinde Cao, Ahmed Alsaedi
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Frontiers in Energy Research, 2021 The rapid development of wind energy has brought a lot of uncertainty to the power system. The accurate ultra-short-term wind power prediction is the key issue to ensure the stable and economical operation of the power system.
Hang Fan +3 more
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IEEE Access, 2019 This paper investigates the H∞ consensus of linear multi-agent systems with semi-Markov switching network topologies and measurement noises. The information that each agent measures its neighbors's has multiplicative noises.
Meiyan Cong, Xiaowu Mu
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Assessing Brazilian macroeconomic dynamics using a Markov-switching DSGE model
EconomiA, 2016 The goal of this paper is to evaluate the behavior of the main parameters of the Brazilian economy through the estimation of an open-economy dynamic stochastic general equilibrium (DSGE) model using Bayesian methods and allowing for Markov switching of ...
Caio César Soares Gonçalves +2 more
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