Semi-Markov Models

Theory and Applications

  • Jacques Janssen

Table of contents

  1. Front Matter
    Pages i-x
  2. Markov Additive Processes and Regenerative Systems

    1. Front Matter
      Pages 1-1
    2. Peter Ney, Esa Nummelin
      Pages 3-12
    3. H. Kaspi, B. Maisonneuve
      Pages 13-22
  3. Semi-Markov Decision Processes

    1. Front Matter
      Pages 37-37
    2. Frank A. Van der Duyn Schouten
      Pages 63-78
  4. Algorithmic and Computer-Oriented Approach

    1. Front Matter
      Pages 97-97
    2. Peter W. Glynn, Donald L. Iglehart
      Pages 99-109
    3. Marcel Neuts, Guy Latouche
      Pages 131-177
  5. Semi Markov Models in Economy and Insurance

  6. Semi-Markov Processes and Reliability Theory

    1. Front Matter
      Pages 215-215
    2. Mohamed Abdel-Hameed
      Pages 231-252

About this book

Introduction

This book is the result of the International Symposium on Semi­ Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe­ matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio­ graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.

Keywords

Markov model algorithms modeling probability statistics stochastic process stochastic processes

Editors and affiliations

  • Jacques Janssen
    • 1
  1. 1.Free University of BrusselsBrusselsBelgium

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4899-0574-1
  • Copyright Information Springer-Verlag US 1986
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4899-0576-5
  • Online ISBN 978-1-4899-0574-1
  • About this book