Results 11 to 20 of about 19,489 (159)
Findings of the Association for Computational Linguistics: EMNLP 2023, 2023 EMNLP 2023 (Findings)
Urchade Zaratiana +4 more
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IET Cyber-systems and Robotics, 2021 This article focuses on H ∞ containment control and the communication network topologies that are driven by a semi‐Markov chain. Moreover, the communication channels between agents exist time‐varying delays and noise.
Xinfeng Ru +4 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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Risks, 2023 In this paper, we consider the problem of pricing variance, volatility, covariance and correlation swaps for financial markets with semi-Markov volatilities.
Anatoliy Swishchuk, Sebastian Franco
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Multivariate semi-markov matrices [PDF]
Journal of the Australian Mathematical Society, 1972 Finite matrices with entries pij Fij (x1,…, xk), where {pij} is stochastic and Fij(.) is a k-variate probability distribution are discussed. It is shown that the matrix of k-variate Laplace-Stieltjes transforms of the Pij Fij(x1, …, xk) has a Perron-Frobenius eigenvalue which is a convex function in k variables in a suitably defined region.
Neuts, Marcel F., Purdue, Peter
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Recognizing duration effects in multistate population models
Genus, 2021 The risk of many demographic events varies by both current state and duration in that state. However, the use of such semi-Markov models has been substantially constrained by data limitations.
Robert Schoen
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Portfolio optimization of credit risky bonds: a semi-Markov process approach
Financial Innovation, 2020 This article presents a semi-Markov process based approach to optimally select a portfolio consisting of credit risky bonds. The criteria to optimize the credit portfolio is based on l ∞ -norm risk measure and the proposed optimization model is ...
Puneet Pasricha +3 more
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Markov and Semi-Markov Chains, Processes, Systems, and Emerging Related Fields
Mathematics, 2021 Probability resembles the ancient Roman God Janus since, like Janus, probability also has a face with two different sides, which correspond to the metaphorical gateways and transitions between the past and the future [...]
P.-C.G. Vassiliou, Andreas C. Georgiou
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Correction to: Using Semi-Markov Chains to Solve Semi-Markov Processes [PDF]
Methodology and Computing in Applied Probability, 2020 The original version of this article contained mistakes, and the author would like to correct them.
Bei Wu +2 more
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Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk
Mathematics, 2020 For a G-inhomogeneous semi-Markov chain and G-inhomogeneous Markov renewal processes, we study the change from real probability measure into a forward probability measure.
P.-C.G. Vassiliou
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