OPTIMAL STOPPING IN A SEMI-MARKOV SHOCK MODEL

被引:40
|
作者
ZUCKERMAN, D
机构
关键词
D O I
10.2307/3213126
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:629 / 634
页数:6
相关论文
共 50 条
  • [41] Hidden semi-Markov model for anomaly detection
    Tan, Xiaobin
    Xi, Hongsheng
    APPLIED MATHEMATICS AND COMPUTATION, 2008, 205 (02) : 562 - 567
  • [42] Criterion of Semi-Markov Dependent Risk Model
    Mo, Xiao Yun
    Yang, Xiang Qun
    ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2014, 30 (07) : 1273 - 1280
  • [43] A semi-Markov model with memory for price changes
    D'Amico, Guglielmo
    Petroni, Filippo
    JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT, 2011,
  • [44] APPLICATION ISSSUES OF THE SEMI-MARKOV RELIABILITY MODEL
    Rudnicki, Jacek
    POLISH MARITIME RESEARCH, 2015, 22 (01) : 55 - 64
  • [45] A semi-Markov modulated interest rate model
    D'Amico, Guglielmo
    Manca, Raimondo
    Salvi, Giovanni
    STATISTICS & PROBABILITY LETTERS, 2013, 83 (09) : 2094 - 2102
  • [46] A Semi-Markov Model with Geometric Renewal Processes
    Jingqi Zhang
    Mitra Fouladirad
    Nikolaos Limnios
    Methodology and Computing in Applied Probability, 2023, 25
  • [47] A General Semi-Markov Model for Coupled lifetimes
    Ji, Min
    Zhou, Rui
    NORTH AMERICAN ACTUARIAL JOURNAL, 2019, 23 (01) : 98 - 119
  • [49] Optimal Detection and Error Exponents for Hidden Semi-Markov Models
    Bajovic, Dragana
    He, Kanghang
    Stankovic, Lina
    Vukobratovic, Dejan
    Stankovic, Vladimir
    IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING, 2018, 12 (05) : 1077 - 1092
  • [50] OPTIMAL REPLACEMENT AND MAINTENANCE OF SYSTEMS SUBJECT TO SEMI-MARKOV DAMAGE
    ABDELHAMEED, M
    NAKHI, Y
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1991, 37 (01) : 141 - 160