Results 11 to 20 of about 10,493 (262)
A Two-Server Queue with Interdependence between Arrival and Service Processes
Mathematics, 2023 In this paper, we analyse a queueing system with two servers where the arrival and service processes are interdependent. The evolution of these processes is governed by transitions on the product space of three Markov chains, which are descriptors of the
Sindhu S +2 more
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Energies, 2022 This paper presents the issues of modeling the operation process of light utility vehicles operating in military transport systems. The required condition for the effective operation of the system is to maintain the means of transport at the appropriate ...
Mateusz Oszczypała +2 more
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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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On application of semi-Markov processes superposition to energy systems modeling [PDF]
E3S Web of Conferences, 2019 One of the important tasks of the theory of reliability and efficiency of energy systems is the task of creating information systems for managing energy systems and the transition to intelligent management and engineering. The solution to this problem is
Obzherin Yuriy E. +2 more
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Method of testing the readiness of means of transport with the use of semi-Markov processes
Transport, 2021 In the analysis of the readiness of means of transport, the Markov and semi-Markov processes are particularly applicable, allowing for the description of the usage process over long periods of time, determination of indicators of the exploitability and ...
Anna Borucka
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THE GRADUATION OF TRANSITION INTENSITIES FROM SEMI-MARKOV PROCESSES TO PREMIUM PRICING
Barekeng, 2023 One of the important assumptions of the premium pricing of a health insurance product is the probability for someone suffers from a certain disease. In this paper, the disability income model is applied to a company using two covariates, namely age and ...
Faihatuz Zuhairoh +2 more
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A Markov regenerative process with recurrence time and its application
Financial Innovation, 2021 This study proposes a non-homogeneous continuous-time Markov regenerative process with recurrence times, in particular, forward and backward recurrence processes. We obtain the transient solution of the process in the form of a generalized Markov renewal
Puneet Pasricha, Dharmaraja Selvamuthu
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Modeling the reliability of the onboard equipment of a mobile robot [PDF]
Известия Саратовского университета. Новая серия: Математика. Механика. Информатика, 2021 Mobile robots with complex onboard equipment are investigated in this article. It is shown that their onboard equipment, for providing the required reliability parameters, must have fault-tolerant properties.
Larkin, Eugene V. +2 more
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Reward Algorithms for Semi-Markov Processes [PDF]
Methodology and Computing in Applied Probability, 2017 New algorithms for computing power moments of hitting times and accumulated rewards of hitting type for semi-Markov processes. The algorithms are based on special techniques of sequential phase space reduction and recurrence relations connecting moments of rewards.
Manca, Raimondo, Silvestrov, Dmitrii
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SEMI-MARKOV RELIABILITY MODELS
Сучасні інформаційні системи, 2022 Traditional technologies for reliability analysis of semi-Markov systems are limited to obtaining a stationary state probability distribution. However, when solving practical control problems in such systems, the study of transient processes is of ...
Lev Raskin +2 more
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