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On Integral of a Semi-Markov Diffusion Process
Journal of Mathematical Sciences, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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SEMI-MARKOV DECISION PROCESSES
Probability in the Engineering and Informational Sciences, 2007Considered are semi-Markov decision processes (SMDPs) with finite state and action spaces. We study two criteria: the expected average reward per unit time subject to a sample path constraint on the average cost per unit time and the expected time-average variability.
M. Baykal-Gürsoy, K. Gürsoy
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Semi-Markov failure rates processes
Applied Mathematics and Computation, 2011Let \(\{\lambda(u):u\geq 0\}\) be a semi-Markov process defined by a Markov renewal kernel. The author studies the survival function \(R\) defined as the expectation of \(\exp \left(-\int_0^t\lambda(u)du\right)\), for \(t \geq 0\). Note that, \(R(t)\) is considered to be the reliability of an object with a random failure rate.
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Semi-Markov Model of Damage Process
2016Semi-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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Discounted semi-markov decision process in a semi-markov environment
Optimization, 1997This paper presents the discounted semi-Markov decision process (SMDP) with Borel state space in a semi-Markov environment. It describes a system which behaves like a SMDP except that the system is influenced by its semi-Markov process environment. Following each state transition of the environment, the parameters of the SMDP changes.
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Irregular semi-Markov processes
Ukrainian Mathematical Journal, 1989See the review in Zbl 0688.60070.
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Semi‐Markov processes and mobility
The Journal of Mathematical Sociology, 1971A stochastic model of migration, occupational and vertical mobility, based on the theory of Semi‐Markov processes, is presented and important features of these processes derived. The model is a generalization of the Markov process in which the probability of leaving a state can depend in any arbitrary way on the length of time the state has been ...
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Semi-markov processes and their applications
Journal of Soviet Mathematics, 1975Korolyuk, V. S. +2 more
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Non-Homogeneous Semi-Markov and Markov Renewal Processes and Change of Measure in Credit Risk
Mathematics, 2021P -C G Vassiliou
exaly