Semi-groupes et mesures invariantes pour les processus semi-markoviens à espace d'état quelconque
Semi-Markov control processes with non-compact action spaces and discontinuous costs
We establish the average cost optimality equation and show the existence of an (ε-)optimal stationary policy for semi-Markov control processes without compactness and continuity assumptions. The only condition we impose on the model is the V-geometric ergodicity of the embedded Markov chain governed by a stationary policy.
Semi-Markov processes for reliability studies
Semi-Markov processes for reliability studies
We study the evolution of a multi-component system which is modeled by a semi-Markov process. We give formulas for the avaibility and the reliability of the system. In the r-positive case, we prove that the quasi-stationary probability on the working states is the normalised left eigenvector of some computable matrix and that the asymptotic failure rate is equal to the absolute value of the convergence parameter r.
Semi-Markov reliability models with recurrence times and credit rating applications.
Semi-Markov switches
Single-use reliability computation of a semi-Markovian system
Markov chain usage models were successfully used to model systems and software. The most prominent approaches are the so-called failure state models Whittaker and Thomason (1994) and the arc-based Bayesian models Sayre and Poore (2000). In this paper we propose arc-based semi-Markov usage models to test systems. We extend previous studies that rely on the Markov chain assumption to the more general semi-Markovian setting. Among the obtained results we give a closed form representation of the first...
Stochastic integral by a semi-Markov process of diffusion type.