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We consider a Poisson process that is modulated in such a way that the arrival rate at any time depends on the state of a semi-Markov process. This presents an interesting generalization of Poisson processes with important implications in real life applications. Our analysis concentrates on the...
Persistent link: https://www.econbiz.de/10010999613
<Para ID="Par1">This paper deals with the average-case-analysis of the number of pivot steps required by the simplex method. It generalizes results of Borgwardt (who worked under the assumpution of the rotation-symmetry-model) for the shadow-vertex-algorithm to so-called cylindric distributions. Simultaneously...</para>
Persistent link: https://www.econbiz.de/10011152069
Impulsive control consideres so called interventions meaning immediate change of the state of the system; between intervention, the continuous time jump Markov process is uncontrollable, with “natural” jump intensities. Multicriteria control problem for such model is considered, and the...
Persistent link: https://www.econbiz.de/10010999884