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Found 73 Documents (Results 1–73)

Reliability analysis of an aging unit with a controllable repair facility activation. (English) Zbl 1397.62591

Pilz, Jürgen (ed.) et al., Statistics and simulation. Contributions given at the 8th international workshop on simulation, IWS 8, Vienna, Austria, September 21–25, 2015. Cham: Springer (ISBN 978-3-319-76034-6/hbk; 978-3-319-76035-3/ebook). Springer Proceedings in Mathematics & Statistics 231, 403-417 (2018).
MSC:  62N05 60J28
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Optimal time to invest under tax exemptions. (English) Zbl 1103.60044

Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 17-32 (2006).
MSC:  60G40 91B76
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Perceptive evaluation for the optimal discounted reward in Markov decision processes. (English) Zbl 1121.68425

Torra, Vicenç (ed.) et al., Modeling decisions for artificial intelligence. Second international conference, MDAI 2005, Tsukuba, Japan, July 25–27, 2005. Proceedings. Berlin: Springer (ISBN 3-540-27871-0/pbk). Lecture Notes in Computer Science 3558. Lecture Notes in Artificial Intelligence, 283-293 (2005).
MSC:  68T37
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Distributions of reward functions on continuous-time Markov chains. (English) Zbl 1015.60064

Latouche, Guy (ed.) et al., Matrix-analytic methods. Theory and applications. Proceedings of the 4th international conference, Adelaide, Australia, July 14-16, 2002. Singapore: World Scientific. 39-62 (2002).
MSC:  60J27
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Discrete-time Markov-reward models of production systems. (English) Zbl 0837.90062

Kumar, P. R. (ed.) et al., Discrete event systems, manufacturing systems, and communication networks. Based on the proceedings of a workshop that was an integral part of the 1992-93 IMA program on control theory, held at the University of Minnesota, Minneapolis, MN, USA. New York, NY: Springer-Verlag. IMA Vol. Math. Appl. 73, 149-175 (1995).
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Control of a diffusion process in a region with fixed reflection on the boundary. (English) Zbl 0753.93080

Statistics and control of stochastic processes. Vol. 2, Pap. Steklov Semin., Moscow/USSR 1985-86, Transl. Ser. Math. Eng., 1-15 (1989).
MSC:  93E20
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