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Semi-Markov Model of a Swarm Functioning

2018
The method of a physical swarm modeling, based on application of semi-Markov process theory to description of swarm unit cyclograms is worked out. It is shown, that ordinary semi-Markov processes with structural states are abstract analogue of units cyclograms.
Eugene V. Larkin, Maxim A. Antonov
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Semi-markov model of a queuing system with losses

Journal of Soviet Mathematics, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Obzherin, Yu. E., Skatkov, A. V.
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Hidden semi-Markov model for anomaly detection

Applied Mathematics and Computation, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiaobin Tan, Hongsheng Xi
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Model-building semi-Markov adaptive critics

2011 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning (ADPRL), 2011
Adaptive or actor critics are a class of reinforcement learning (RL) or approximate dynamic programming (ADP) algorithms in which one searches over stochastic policies in order to determine the optimal deterministic policy. Classically, these algorithms have been studied for Markov decision processes (MDPs) in the context of model-free updates in which
Abhijit Gosavi   +2 more
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Semi-Markov Model of Damage Process

2016
Semi-Markov model of an object damage process is discussed in the paper. Presented here models deal with unrepairable object. The multi-state reliability functions and corresponding expectations, second moments and standard deviations are evaluated for the presented cases of the object damage.
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A semi-Markov approach for modelling asset deterioration

Journal of the Operational Research Society, 2005
Summary: Considerable benefits have been gained from using Markov decision processes to select condition-based maintenance policies for the asset management of infrastructure systems. A key part of the method is using a Markov process to model the deterioration of condition.
Mary Black   +2 more
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Semi‐Markov Migration Models for Credit Risk

2017
Credit risk is one of the most important contemporary problems for banks and insurance companies. Indeed, for banks, more than forty percent of the equities are necessary to cover this risk. Though this problem is studied by large rating agencies with substantial economic, social and financial tools, building stochastic models is nevertheless necessary
D'AMICO, Guglielmo   +3 more
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Semi-Markov models for partially censored data

Biometrika, 1978
SUMMARY Nonparametric likelihood methods are developed for the analysis of partially censored data arising from a multistate stochastic process. It is assumed that the underlying process follows a semi-Markov model in which state changes form an embedded Markov chain and sojourn times are independent with distributions depending only on adjoining ...
Lagakos, S. W., Sommer, C. J., Zelen, M.
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Priority Management in a Semi-Markov Queuing Model

2017
We study a single-channel queuing system with an arbitrary distribution of the duration of service requirements, on the input of which there are n Poisson processes. The requirements of the various processes come in different queues. The task is to determine the rule for selecting service requirements and to determine the optimal strategy for ...
O. B. Zaytseva, Elizaveta V. Kondrashova
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Semi-Markov Modeling for Body Area Networks

2011 IEEE International Conference on Communications (ICC), 2011
Signal variation in Body Area Networks (BANs) is dominated by slow, macroscopic fading. The quantized (state) channel has long, and variable state-holding times. We motivate the use of a semi-Markov approach to model the quantized channel gain and show that for everyday activities and on-body (real-world) measurements this approach leads to tractable ...
Vasanta G. Chaganti   +2 more
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