Optimal stopping problems for semi-Markov processes

被引：0

作者：

Boshuizen, FA ^{[1
]}

Gouweleeuw, JM ^{[1
]}

机构：

[1] NETHERLANDS CENT BUR STAT,DEPT STAT METHODS,NL-2273 XZ VOORBURG,NETHERLANDS

来源：

ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK | 1996年 / 76卷

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper gives an overview of optimal slopping problems for continuous time semi-Markov processes. Problems of this sort arise when a decision maker is faced with the problem of finding optimal stopping or replacement rules an, for example, job-search, shock models or repair replacement models. The set-up of the paper is to provide a general framework for these sort of problems. Consequences in various submodels are also given.

引用

页码：219 / 222

页数：4

共 50 条

[21] On the entropy for semi-Markov processes [J].

Girardin, V ;

Limnios, N .

JOURNAL OF APPLIED PROBABILITY, 2003, 40 (04) :1060-1068

[22] COMPARING SEMI-MARKOV PROCESSES [J].

SONDERMAN, D .

MATHEMATICS OF OPERATIONS RESEARCH, 1980, 5 (01) :110-119

[23] Quantum semi-Markov processes [J].

Breuer, Heinz-Peter ;

Vacchini, Bassano .

PHYSICAL REVIEW LETTERS, 2008, 101 (14)

[24] Markov and Semi-Markov Processes as a Failure Rate [J].

Grabski, Franciszek .

PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2015 (ICNAAM-2015), 2016, 1738

[25] Entropy Maximization for Markov and Semi-Markov Processes [J].

Valerie Girardin .

Methodology And Computing In Applied Probability, 2004, 6 :109-127

[26] A MARKOV PROPERTY TEST FOR SEMI-MARKOV PROCESSES [J].

KHARLAMOV, BP .

THEORY OF PROBABILITY AND ITS APPLICATIONS, 1980, 25 (03) :526-539

[27] Entropy maximization for Markov and semi-Markov processes [J].

Girardin, V .

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2004, 6 (01) :109-127

[28] The optimal robust control policy for uncertain semi-Markov control processes [J].

Tang, H ;

Xi, HS ;

Yin, BQ .

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2005, 36 (13) :791-800

[29] NECESSARY AND SUFFICIENT CONDITIONS FOR OPTIMAL CONTROL OF SEMI-MARKOV JUMP PROCESSES [J].

STONE, LD .

SIAM JOURNAL ON CONTROL, 1973, 11 (02) :187-201

[30] Optimal replacement of a system according to a semi-Markov decision process in a semi-Markov environment [J].

Hu, QY ;

Yue, WY .

OPTIMIZATION METHODS & SOFTWARE, 2003, 18 (02) :181-196

← 1 2 3 4 5 →