Results 11 to 20 of about 18,734 (258)

Event-Based Consensus Tracking for Nonlinear Multi-Agent Systems Under Semi-Markov Jump Topology

open access: yesIEEE 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
doaj   +1 more source

Portfolio optimization of credit risky bonds: a semi-Markov process approach

open access: yesFinancial 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
doaj   +1 more source

SEMI – MARKOV MODEL OF THE FUNCTIONING PROCESS MEASURING INSTRUMENTS

open access: yesИзмерение, мониторинг, управление, контроль, 2022
Background. To substantiate the value of the interval between verifications and to calculate the performance indicators of functioning when measuring instruments (MI) are used for their intended purpose, various models of the functioning of the means ...
V.A. Efremov   +2 more
doaj   +1 more source

Semi-Markov graph dynamics. [PDF]

open access: yesPLoS ONE, 2011
In this paper, we outline a model of graph (or network) dynamics based on two ingredients. The first ingredient is a Markov chain on the space of possible graphs. The second ingredient is a semi-Markov counting process of renewal type. The model consists
Marco Raberto   +2 more
doaj   +1 more source

A Semi-Markov Model with Geometric Renewal Processes

open access: yesMethodology and Computing in Applied Probability, 2023
Abstract We consider a system modeled by a semi-Markov process where we include geometric renewal process for sojourn times. Pérez-Ocón and Torres-Castro first study this system [1]. In our work here we consider an extended state space for up and down times separately. This allows us to use the standard theory for semi-Markov processes in order
Zhang, Jingqi   +2 more
openaire   +4 more sources

SOLUTION TO EVALUATION PROBLEM OF HIDDEN SEMI-MARKOV QP-MODELS

open access: yesAdvanced Engineering Research, 2014
A hidden semi-Markov QP-model is considered; and the way it could be embedded in a general hidden semi-Markov model is shown. The estimation problem (the first of three classical theory problems of the hidden Markov models and hidden semi-Markov models ...
V. M. Deundyak, M. A. Zhdanova
doaj   +1 more source

Hidden Semi-Markov Models-Based Visual Perceptual State Recognition for Pilots

open access: yesSensors, 2023
Pilots’ loss of situational awareness is one of the human factors affecting aviation safety. Numerous studies have shown that pilot perception errors are one of the main reasons for a lack of situational awareness without a proper system to detect these ...
Lina Gao, Changyuan Wang, Gongpu Wu
doaj   +1 more source

Modelling the lifetime of banknotes with a semi-Markov chain model [PDF]

open access: yesJournal of the Operational Research Society, 2020
The quality of banknotes in circulation is important for cash cycles. Central banks continuously try to find new methods for improving the quality of banknotes in circulation, whether by improving ...
Emily Loizidou   +3 more
openaire   +2 more sources

Semi-Markov Model of MASS Voyage [PDF]

open access: yesTransNav
The paper presents the readiness/safety model for the sea voyage of Maritime Autonomous Surface Ship (MASS), based on Semi-Markov process. The states of MASS during the voyage were defined as triplets of intentional type of MASS operations, reliability ...
Teresa Abramowicz-Gerigk   +3 more
doaj   +1 more source

Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk

open access: yesMathematics, 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
doaj   +1 more source

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