New continuity estimates of geometric sums.
Gordienko, Evgueni, Ruiz de Chávez, Juan (2002)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Gordienko, Evgueni, Ruiz de Chávez, Juan (2002)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Xu, Qing, Batabyal, Amitrajeet A. (2002)
Discrete Dynamics in Nature and Society
Similarity:
Brianzoni, Serena, Mammana, Cristiana, Michetti, Elisabetta, Zirilli, Francesco (2008)
Discrete Dynamics in Nature and Society
Similarity:
Brodskii, R.Ye., Virchenko, Yu.P. (2006)
Abstract and Applied Analysis
Similarity:
H. Girlich (1980)
Banach Center Publications
Similarity:
Roberta Jungblut-Hessel, Brigitte Plateau, William J. Stewart, Bernard Ycart (2001)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
In this paper we present a method to perform fast simulation of large markovian systems. This method is based on the use of three concepts: Markov chain uniformization, event-driven dynamics, and modularity. An application of urban traffic simulation is presented to illustrate the performance of our approach.
Melnik, Roderick V.Nicholas (1998)
Discrete Dynamics in Nature and Society
Similarity:
Aggoun, L., Benkherouf, L., Tadj, L. (1997)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Antoni Donigiewicz (2004)
Control and Cybernetics
Similarity:
E. Everardo Martinez-Garcia, J. Adolfo Minjárez-Sosa, Oscar Vega-Amaya (2022)
Kybernetika
Similarity:
This paper deals with a class of partially observable discounted Markov decision processes defined on Borel state and action spaces, under unbounded one-stage cost. The discount rate is a stochastic process evolving according to a difference equation, which is also assumed to be partially observable. Introducing a suitable control model and filtering processes, we prove the existence of optimal control policies. In addition, we illustrate our results in a class of GI/GI/1 queueing systems...
Paulsen, Jostein (2008)
Probability Surveys [electronic only]
Similarity: