116 search results - page 1 / 24 » On Markov-Additive Jump Processes |
QUESTA
2002
13 years 4 months ago
2002
In 1995, Pacheco and Prabhu introduced the class of so
MMB
2010
Springer
13 years 6 months ago
2010
Springer
We consider a finite buffer system where the buffer content moves in a Markov-additive way while it is strictly between the buffer boundaries. Upon reaching the upper boundary of t...
SIAMCO
2010
12 years 11 months ago
2010
This paper studies regularity properties of the value function for an infinite-horizon discounted cost impulse control problem, where the underlying controlled process is a multidi...
CORR
2012
Springer
12 years 8 days ago
2012
Springer
Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserve...
SIAMMA
2010
12 years 11 months ago
2010
In this note, we prove the periodic homogenization for a family of nonlinear nonlocal "elliptic" equations with oscillatory coefficients. Such equations include, but are ...