Mathematics of Operations Research, Vol. 22, No. 4 (Nov., 1997), pp. 872-885 (14 pages) The present work deals with the comparison of (discrete time) Markov decision processes (MDPs), which differ ...
Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time. Queuing theory, terminology, and single queue systems are studied with ...
In this paper we consider the first passage process of a spectrally negative Markov additive process (MAP). The law of this process is uniquely characterized by a certain matrix function, which plays ...
Probabilistic model checking and Markov decision processes (MDPs) form two interlinked branches of formal analysis for systems operating under uncertainty. These techniques offer a mathematical ...