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  • Search: subject:"Markovian approximation"
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Subject
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Markovian approximation 3 Markov chain 2 Markov-Kette 2 Stochastic process 2 Stochastischer Prozess 2 Estimation theory 1 Fluid model 1 Fractional kernel 1 Hyperexponential distribution 1 Impatient customers 1 Inventory model 1 Lagerhaltungsmodell 1 Lagermanagement 1 Operations Research 1 Operations research 1 Option pricing theory 1 Optionspreistheorie 1 Perishable items 1 Predicting and announcing delays 1 Rough volatility model 1 Schätztheorie 1 State-dependent analysis 1 Stochastic Volterra equation 1 Stochastic inventory system 1 Strong error 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Warehouse management 1 Zeitreihenanalyse 1
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Undetermined 2 Free 1
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1 research-article 1
Language
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English 3
Author
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Adan, Ivo 1 Bayer, Christian 1 Breneis, Simon 1 Gong, Jun 1 Kong, Fanwen 1 Liu, Liqiang 1 Perry, David 1 Tang, Jiafu 1 Yu, Miao 1
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Published in...
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Industrial Management & Data Systems 1 Probability methods in business and industry in honor of Benjamin Avi-Itzhak and Matthew J. Sobel 1 Quantitative finance 1
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ECONIS (ZBW) 2 Other ZBW resources 1
Showing 1 - 3 of 3
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Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian; Breneis, Simon - In: Quantitative finance 23 (2023) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
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Two perishable inventory systems with one-way substitution
Liu, Liqiang; Adan, Ivo; Perry, David - In: Probability methods in business and industry in honor …, (pp. 107-128). 2022
Persistent link: https://www.econbiz.de/10013475375
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Delay announcements for call centers with hyperexponential patience modeling
Yu, Miao; Gong, Jun; Tang, Jiafu; Kong, Fanwen - In: Industrial Management & Data Systems 117 (2017) 6, pp. 1037-1057
modeling. The paper aims to employ a state-dependent Markovian approximation for informing arriving customers about anticipated …-dependent Markovian approximation is applied for computing abandonment. Based on this approximation, a method is proposed for estimating … reasonable, and the state-dependent Markovian approximation works very well for call centers with larger pooling. It is concluded …
Persistent link: https://www.econbiz.de/10014825900
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