Sökning: "semi-Markov processes"
Hittade 5 avhandlingar innehållade orden semi-Markov processes.
1. Semi-Markov Models for Insurance and Option Rewards
Sammanfattning : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. LÄS MER
2. Weak Convergence of First-Rare-Event Times for Semi-Markov Processes
Sammanfattning : I denna avhandling studerar vi nödvändiga och tillräckliga villkor för svag konvergens av första-sällan-händelsetider för semi-Markovska processer.I introduktionen ger vi nödvändiga grundläggande definitioner och beskrivningar av modeller som betraktas i avhandlingen, samt ger några exempel på situationer i vilka metoder av första-sällan-händelsetider kan vara lämpliga att använda. LÄS MER
3. Multiple Model Filtering and Data Association with Application to Ground Target Tracking
Sammanfattning : This thesis is concerned with two central parts of a tracking system, namely multiple-model filtering and data association. Multiple models are introduced to provide accurate filtering, whereas data association deals with the unknown origin of the received measurements. LÄS MER
4. Perturbed discrete time stochastic models
Sammanfattning : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. LÄS MER
5. Markov Decision Problems in ATM Traffic Control
Sammanfattning : This thesis discusses how to make cost-effective use of the communication resources in the Broadband Integrated Services Digital Network (B-ISDN), which is based on the Asynchronous Transfer Mode (ATM) switching and multiplexing technique.The thesis deals with two important functions in ATM traffic control, namely Call Admission Control (CAC) and routing, which affects both the network operator's revenue over time and the users' Quality of Service (QOS) and Grade of Service (GOS). LÄS MER