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Internet router modeling using Circulant Markov modulated Poisson process- impact of fractal onset time (FOT)
Renikunta, Ramesh; Dasari, Rajaiah; Malla Reddy, Perati - In: Opsearch : journal of the Operational Research Society … 53 (2016) 2, pp. 317-328
Persistent link: https://www.econbiz.de/10011595128
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Long-term behavior of stochastic interest rate models with Markov switching
Zhang, Zhenzhong; Tong, Jinying; Hu, Lingjian - In: Insurance / Mathematics & economics 70 (2016), pp. 320-326
Persistent link: https://www.econbiz.de/10011597312
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Fitting procedure for the two-state Batch Markov modulated Poisson process
Yera, Yoel G.; Lillo, Rosa E.; Ramírez-Cobo, Pepa - In: European journal of operational research : EJOR 279 (2019) 1, pp. 79-92
Persistent link: https://www.econbiz.de/10012102716
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Analysis of artillery shoot-and-scoot tactics
Shim, Younglak; Atkinson, Michael P. - In: Naval research logistics : an international journal 65 (2018) 3, pp. 242-274
Persistent link: https://www.econbiz.de/10011969336
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A partitioning algorithm for Markov decision processes with applications to market microstructure
Chen, Ningyuan; Kou, Steven; Wang, Chun - In: Management science : journal of the Institute for … 64 (2018) 2, pp. 784-803
Persistent link: https://www.econbiz.de/10011823146
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On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.; Pergamenščikov, Sergej M. - In: Finance and stochastics 26 (2022) 4, pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
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Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias; Lowther, George; Pammer, Gudmund; … - In: Finance and stochastics 28 (2024) 1, pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
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Reflected Brownian motion in the quadrant : tail behavior of the stationary distribution
Harrison, J. Michael; Hasenbein, John J. - In: Queueing systems : theory and applications ; affiliated … 61 (2009) 2/3, pp. 113-138
Persistent link: https://www.econbiz.de/10003837721
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The stochastic p-median problem with unknown cost probability distribution
Tadei, Roberto; Ricciardi, Nicoletta; Perboli, Guido - In: Operations research letters 37 (2009) 2, pp. 135-141
Persistent link: https://www.econbiz.de/10003883222
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Uniformly efficient importance sampling for the tail distribution of sums of random variables
Glasserman, Paul; Juneja, Sandeep - In: Mathematics of operations research 33 (2008) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10003687581