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  • Search: subject:"markov processes"
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Year of publication
Subject
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Markov processes 261 Markov chain 115 Markov-Kette 114 Theorie 78 Theory 74 Stochastischer Prozess 52 Stochastic process 47 Dynamic programming 18 Mathematical programming 17 Mathematische Optimierung 17 informality 17 Dynamische Optimierung 16 multinomial logit 16 Queueing theory 13 Warteschlangentheorie 13 Optionspreistheorie 12 Schätzung 12 probability 12 Labor market dynamics 11 Option pricing theory 11 Probability theory 11 Wahrscheinlichkeitsrechnung 11 Markov Processes 10 Credit risk 9 Estimation 9 markov processes 9 Asset pricing 8 Decision 8 Egypt 8 Entscheidung 8 Gesundheitsversorgung 8 Health care 8 OR in health services 8 Portfolio-Management 8 Queueing 8 Risk management 8 Simulation 8 Time series analysis 8 Turkey 8 Applied probability 7
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Online availability
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Undetermined 230 Free 117 CC license 3
Type of publication
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Article 277 Book / Working Paper 115 Other 2
Type of publication (narrower categories)
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Article in journal 110 Aufsatz in Zeitschrift 110 Working Paper 32 Graue Literatur 14 Non-commercial literature 14 Arbeitspapier 13 research-article 11 Article 4 Thesis 4 Conference paper 3 Konferenzbeitrag 3 Aufsatz im Buch 2 Book section 2 technical-paper 2 Festschrift 1 case-report 1
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Language
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English 200 Undetermined 192 German 1 Spanish 1
Author
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Tansel, Aysit 13 McCauley, Joseph L. 7 Ozdemir, Zeynel Abidin 7 Stachurski, John 7 Bassler, Kevin E. 6 Gunaratne, Gemunu H. 6 Hänggi, Peter 6 Kan, Elif Oznur 6 Scalas, Enrico 6 Browning, Martin 5 Carro, Jesus M. 5 Frank, T.D. 5 Lucas, Andre 5 Blasques, Francisco 4 Chen, Gongyu 4 Garibaldi, Ubaldo 4 Higson, Chris 4 Holly, Sean 4 Koopman, Siem Jan 4 Macrina, Andrea 4 Petrella, Ivan 4 Smirnov, Georgi V. 4 Aghamohammadi, A. 3 Judge, George G. 3 Kraft, Holger 3 Lucas, André 3 Manca, Raimondo 3 Monteiro, Andre 3 Steffensen, Mogens 3 Talkner, Peter 3 Tansel, Aysıt 3 Ycart, Bernard 3 Barrieu, Pauline 2 Barton, Maria 2 Bavaud, François 2 Bosch, Mariano 2 Brandl, Florian 2 Brandt, Felix 2 Cerqueti, Roy 2 Chang, George 2
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Institution
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International Monetary Fund (IMF) 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Federal Reserve Bank of New York 4 Federal Reserve Bank of Philadelphia 4 Department of Agricultural and Resource Economics, University of California-Berkeley 3 EconWPA 3 Federal Reserve Bank of Chicago 3 Institute for the Study of Labor (IZA) 3 Institute of Economic Research, Kyoto University 3 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 3 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Departamento de Economía, Universidad Carlos III de Madrid 2 Institut für Weltwirtschaft (IfW) 2 Research Institute for Economics and Business Administration, Kobe University 2 Tinbergen Instituut 2 Banco de México 1 California Agricultural Experiment Station / Department of Agricultural and Resource Economics 1 Center for Financial Studies 1 Centre for Applied Microeconometrics (CAM), Økonomisk Institut 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Faculty of Business and Economics 1 Department of Economics, Oxford University 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Dipartimento di Istituzioni Economiche e Finanziarie, Facoltà di Economia e Diritto 1 Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Faculdade de Economia, Universidade do Porto 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Federal Reserve Bank of St. Louis 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 HAL 1 London School of Economics (LSE) 1 Santa Fe Institute 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Tinbergen Institute 1 Toulouse School of Economics (TSE) 1
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Published in...
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European journal of operational research : EJOR 34 Physica A: Statistical Mechanics and its Applications 29 European Journal of Operational Research 24 Stochastic Processes and their Applications 15 Management Science 8 The European Physical Journal B - Condensed Matter and Complex Systems 8 IMF Working Papers 6 IZA Discussion Papers 6 International Journal of Quality & Reliability Management 6 Statistics & Probability Letters 6 Computational Statistics 5 International journal of production research 5 Journal of the Operational Research Society 5 MPRA Paper 5 Mathematical Methods of Operations Research 5 Operations research 5 Finance and stochastics 4 INFORMS journal on computing : JOC 4 Insurance 4 International Journal of Theoretical and Applied Finance (IJTAF) 4 Staff Reports / Federal Reserve Bank of New York 4 Working Papers / Federal Reserve Bank of Philadelphia 4 Annals of the Institute of Statistical Mathematics 3 Finance and Stochastics 3 International journal of theoretical and applied finance 3 Journal of econometrics 3 Journal of the Operational Research Society : OR 3 KIER Working Papers 3 Mathematical methods of operations research 3 Tinbergen Institute Discussion Papers 3 Working Paper 3 Working Paper Series / Federal Reserve Bank of Chicago 3 Accounting and taxation review : A&TR 2 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 2 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 2 Discussion paper / Tinbergen Institute 2 Economic Theory 2 Economics Discussion Papers 2
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Source
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RePEc 216 ECONIS (ZBW) 127 EconStor 23 Other ZBW resources 15 BASE 8 USB Cologne (EcoSocSci) 5
Showing 371 - 380 of 394
Did you mean: subject:"markov process" (9,492 results)
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Likelihood Ratio Derivative Estimation for Finite-Time Performance Measures in Generalized Semi-Markov Processes
Nakayama, Marvin K.; Shahabuddin, Perwez - In: Management Science 44 (1998) 10, pp. 1426-1441
generalized semi-Markov processes (GSMPs). We develop readily verifiable conditions for the applicability of this method. Our …
Persistent link: https://www.econbiz.de/10009203839
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Wealth distributions in asset exchange models
Ispolatov, S.; Krapivsky, P.L.; Redner, S. - In: The European Physical Journal B - Condensed Matter and … 2 (1998) 2, pp. 267-276
Persistent link: https://www.econbiz.de/10010556966
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Theory of maximum packing and related channel assignment strategies for cellular radio networks
Kind, Jaakob; Niessen, Thomas; Mathar, Rudolf - In: Mathematical Methods of Operations Research 48 (1998) 1, pp. 1-16
The maximum packing (MP) policy for dynamic channel assignment in cellular radio communication systems specifies that a new call attempt is admitted whenever there is some way of rearranging channels so that every call can be carried. Otherwise the call is blocked and removed from the system. We...
Persistent link: https://www.econbiz.de/10010950061
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On the convergence of parallel simulated annealing
Meise, Christian - In: Stochastic Processes and their Applications 76 (1998) 1, pp. 99-115
We consider a parallel simulated annealing algorithm that is closely related to the so-called parallel chain algorithm. Periodically a new state from states is chosen as the initial state for simulated annealing Markov chains running independent of each other. We use selection strategies such as...
Persistent link: https://www.econbiz.de/10008873705
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Theory of maximum packing and related channel assignment strategies for cellular radio networks
Kind, Jaakob; Niessen, Thomas; Mathar, Rudolf - In: Computational Statistics 48 (1998) 1, pp. 1-16
The maximum packing (MP) policy for dynamic channel assignment in cellular radio communication systems specifies that a new call attempt is admitted whenever there is some way of rearranging channels so that every call can be carried. Otherwise the call is blocked and removed from the system. We...
Persistent link: https://www.econbiz.de/10010759275
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An Inventory Model Embedded in Designing a Supply Contract
Henig, Mordechai; Gerchak, Yigal; Ernst, Ricardo; Pyke, … - In: Management Science 43 (1997) 2, pp. 184-189
To reduce lead-time and its variability, modern supply and transportation contracts often specify the frequency of, and volume available for, future deliveries in advance even when final demand is somewhat uncertain (Yano and Gerchak [Yano, C. A., Y. Gerchak. 1989. Transportation contracts and...
Persistent link: https://www.econbiz.de/10009197417
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On computing average cost optimal policies with application to routing to parallel queues
Sennott, Linn - In: Mathematical Methods of Operations Research 45 (1997) 1, pp. 45-62
The Approximating Sequence Method for computation of average cost optimal stationary policies in denumerahle state Markov decision chains, introduced in Sennott (1994), is reviewed. New methods for verifying the assumptions are given. These are useful for models with multidimensional state...
Persistent link: https://www.econbiz.de/10010949951
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On computing average cost optimal policies with application to routing to parallel queues
Sennott, Linn - In: Computational Statistics 45 (1997) 1, pp. 45-62
The Approximating Sequence Method for computation of average cost optimal stationary policies in denumerahle state Markov decision chains, introduced in Sennott (1994), is reviewed. New methods for verifying the assumptions are given. These are useful for models with multidimensional state...
Persistent link: https://www.econbiz.de/10010847510
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Rates and mean first passage times
Müller, Reinhard; Talkner, Peter; Reimann, Peter - In: Physica A: Statistical Mechanics and its Applications 247 (1997) 1, pp. 338-356
The relation between mean first passage times T and transition rates Γ in noisy dynamical systems with metastable states is investigated. It is shown that the inverse mean first passage time to the separatrix of the noiseless system may deviate from twice the rate not only because in general...
Persistent link: https://www.econbiz.de/10011062820
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Curved exponential families of stochastic processes and their envelope families
Küchler, Uwe; Sørensen, Michael - In: Annals of the Institute of Statistical Mathematics 48 (1996) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10005616445
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