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   Articles with "markov modulated" as a keyword



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Estimating the Demand Parameters for Single Period Problem, Markov-modulated Poisson Demand, Large Lot Size, and Unobserved Lost Sales

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recommendations! Published in 2018 at "IFAC-PapersOnLine"

DOI: 10.1016/j.ifacol.2018.08.450

Abstract: Abstract We consider a single-period single-item problem when the demand is a Markov-modulated Poisson process with hidden states, unknown intensities and continuous batch size distribution. The number of customers and lot size are assumed to… read more here.

Keywords: single period; markov modulated; period; size ... See more keywords
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Markov-modulated model for landing flow dynamics: An ordinal analysis validation.

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recommendations! Published in 2023 at "Chaos"

DOI: 10.1063/5.0134848

Abstract: Air transportation is a complex system characterized by a plethora of interactions at multiple temporal and spatial scales; as a consequence, even simple dynamics like sequencing aircraft for landing can lead to the appearance of… read more here.

Keywords: markov modulated; landing flow; model landing; model ... See more keywords
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Dynamic programming for semi-Markov modulated SDEs

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recommendations! Published in 2020 at "Optimization"

DOI: 10.1080/02331934.2020.1839072

Abstract: We consider a stochastic optimal control problem with state variable dynamics described by a stochastic differential equation of diffusive type modulated by a semi-Markov process with a finite state space. The time horizon is both… read more here.

Keywords: modulated sdes; programming semi; markov modulated; dynamic programming ... See more keywords
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Some State-Specific Exit Probabilities in a Markov-Modulated Risk Model

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recommendations! Published in 2020 at "Mathematical Problems in Engineering"

DOI: 10.1155/2020/5830245

Abstract: In this paper, we study some state-specific one-sided exit probabilities in a Markov-modulated risk process including the probability that ruin occurs without or with the surplus visiting certain states; the probability that ruin occurs without… read more here.

Keywords: probabilities markov; state specific; exit probabilities; certain states ... See more keywords