Algebraic criteria for extended product form in generalised semi-Markov processes

The KTH Visit in Semi-Markov Processes

Markov processes with product-form stationary distribution

This research has been inspired by several papers on processes with inert drift [5, 6, 4, 3, 1]. The model involves a “particle” X and an “inert drift” L, neither of which is a Markov process by itself, but the vector process (X, L) is Markov. It turns out that for a number of diffusions with inert drift, the stationary measure has the product form; see [1]. The purpose of this note is to chara...

the kth visit in semi-markov processes

Algebraic Markov Decision Processes

In this paper, we provide an algebraic approach to Markov Decision Processes (MDPs), which allows a unified treatment of MDPs and includes many existing models (quantitative or qualitative) as particular cases. In algebraic MDPs, rewards are expressed in a semiring structure, uncertainty is represented by a decomposable plausibility measure valued on a second semiring structure, and preferences...

Markov network processes with product form stationary distributions

This study concerns the equilibrium behavior of a general class of Markov network processes that includes a variety of queueing networks and networks with interacting components or populations. The focus is on determining when these processes have product form stationary distributions. The approach is to relate the marginal distributions of the process to the stationary distributions of “node t...