IDEAS home Printed from https://ideas.repec.org/a/eee/ejores/v85y1995i3p670-685.html
   My bibliography  Save this article

Stochastic analysis of a non-homogeneous Markov system

Author

Listed:
  • Tsantas, N.

Abstract

No abstract is available for this item.

Suggested Citation

  • Tsantas, N., 1995. "Stochastic analysis of a non-homogeneous Markov system," European Journal of Operational Research, Elsevier, vol. 85(3), pages 670-685, September.
    • Handle: RePEc:eee:ejores:v:85:y:1995:i:3:p:670-685
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0377-2217(93)E0365-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Mark J. Schervish, 1984. "Multivariate Normal Probabilities with Error Bound," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 33(1), pages 81-94, March.
    2. P.-C. G. Vassiliou & A. C. Georgiou, 1990. "Asymptotically Attainable Structures in Nonhomogeneous Markov Systems," Operations Research, INFORMS, vol. 38(3), pages 537-545, June.
    3. Vassiliou, P. -C. G., 1986. "Asymptotic variability of nonhomogeneous Markov systems under cyclic behaviour," European Journal of Operational Research, Elsevier, vol. 27(2), pages 215-228, October.
    4. Georgiou, A. C., 1992. "Partial maintainability and control in nonhomogeneous Markov manpower systems," European Journal of Operational Research, Elsevier, vol. 62(2), pages 241-251, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. P.-C. G. Vassiliou, 2020. "Laws of Large Numbers for Non-Homogeneous Markov Systems," Methodology and Computing in Applied Probability, Springer, vol. 22(4), pages 1631-1658, December.
    2. Georgiou, A. C., 1999. "Aspirations and priorities in a three phase approach of a nonhomogeneous Markov system," European Journal of Operational Research, Elsevier, vol. 116(3), pages 565-583, August.
    3. Martinetti, Davide & Geniaux, Ghislain, 2017. "Approximate likelihood estimation of spatial probit models," Regional Science and Urban Economics, Elsevier, vol. 64(C), pages 30-45.
    4. Garnier, Josselin & Omrane, Abdennebi & Rouchdy, Youssef, 2009. "Asymptotic formulas for the derivatives of probability functions and their Monte Carlo estimations," European Journal of Operational Research, Elsevier, vol. 198(3), pages 848-858, November.
    5. József Bukszár & András Prékopa, 2001. "Probability Bounds with Cherry Trees," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 174-192, February.
    6. Andreas C. Georgiou & Alexandra Papadopoulou & Pavlos Kolias & Haris Palikrousis & Evanthia Farmakioti, 2021. "On State Occupancies, First Passage Times and Duration in Non-Homogeneous Semi-Markov Chains," Mathematics, MDPI, vol. 9(15), pages 1-17, July.
    7. Georgiou, Andreas C. & Thanassoulis, Emmanuel & Papadopoulou, Alexandra, 2022. "Using data envelopment analysis in markovian decision making," European Journal of Operational Research, Elsevier, vol. 298(1), pages 276-292.
    8. Wai-Sum Chan, 1999. "Exact joint forecast regions for vector autoregressive models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(1), pages 35-44.
    9. A. Cancelliere & G. Mauro & B. Bonaccorso & G. Rossi, 2007. "Drought forecasting using the Standardized Precipitation Index," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 21(5), pages 801-819, May.
    10. W. Kuiper & Anton Cozijnsen, 2011. "The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model," Computational Economics, Springer;Society for Computational Economics, vol. 37(4), pages 331-362, April.
    11. Lee, Jae Won & Sather, Harland N., 1998. "A supremum version of logrank test for detecting late occurring survival differences," Computational Statistics & Data Analysis, Elsevier, vol. 26(3), pages 303-311, January.
    12. Lee, Jae Won & DeMets, David L., 1999. "Estimation following group sequential tests with repeated measurements data," Computational Statistics & Data Analysis, Elsevier, vol. 32(1), pages 69-77, November.
    13. Maria Symeonaki, 2015. "Theory of fuzzy non homogeneous Markov systems with fuzzy states," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(6), pages 2369-2385, November.
    14. Phinikettos, Ioannis & Gandy, Axel, 2011. "Fast computation of high-dimensional multivariate normal probabilities," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1521-1529, April.
    15. Bart Spiessens & Emmanuel Lesaffre & Geert Verbeke & KyungMann Kim, 2002. "Group Sequential Methods for an Ordinal Logistic Random-Effects Model Under Misspecification," Biometrics, The International Biometric Society, vol. 58(3), pages 569-575, September.
    16. Siu Hung Cheung & Ka Ho Wu & Wai Sum Chan, 1998. "Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study," Computational Statistics & Data Analysis, Elsevier, vol. 28(3), pages 297-306, September.
    17. Per A. Brodtkorb, 2006. "Evaluating Nearly Singular Multinormal Expectations with Application to Wave Distributions," Methodology and Computing in Applied Probability, Springer, vol. 8(1), pages 65-91, March.
    18. Tim De Feyter & Marie-Anne Guerry & Komarudin, 2017. "Optimizing cost-effectiveness in a stochastic Markov manpower planning system under control by recruitment," Annals of Operations Research, Springer, vol. 253(1), pages 117-131, June.
    19. A. Hayter & Y. Lin, 2012. "The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution," Computational Statistics, Springer, vol. 27(3), pages 459-471, September.
    20. P.-C.G. Vassiliou, 2021. "Non-Homogeneous Markov Set Systems," Mathematics, MDPI, vol. 9(5), pages 1-25, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:85:y:1995:i:3:p:670-685. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.