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Showing 1 to 3 of 3 for “"Markov chain approximations"”.

  1. Analysis and Design of One- and Two-Sided Cusum Charts with Known and Estimated Parameters

    The integral equation and Markov chain methods for analyzing the performances of one- and two-sided CUSUM X charts with known and estimated in-control process parameters are studied. Some new integral equations for analyzing the two-sided CUSUM X are derived. These methods provide us with ways to …

    gsu Repository record for Analysis and Design of One- and Two-Sided Cusum Charts with Known and Estimated Parameters (opens in a new tab)

  2. Energy methods for nonsymmetric nonlocal operators

    … of our regularity results, we establish Markov chain approximations for a large class of nonsymmetric diffusions and jump processes.

    bielefeld Repository record for Energy methods for nonsymmetric nonlocal operators (opens in a new tab)

  3. Computational Methods for Control of Queueing Models in Bounded Domains

    … approach of optimization on a controlled Markov Chain that simulates the behavior of a fluid limit of the original process. The search for an optimal control in this case involves a Skorokhod problem to describe the dynamics on the boundary of closed, convex domain. Using relaxed …

    vt Repository record for Computational Methods for Control of Queueing Models in Bounded Domains (opens in a new tab)