Including Non-markovian Transition Probabilities

نویسندگان

  • C. Brownie
  • J. E. Hines
  • J. D. Nichols
  • E. Hines
  • K. H. Pollock
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Monte Carlo Simulation to Compare Markovian and Neural Network Models for Reliability Assessment in Multiple AGV Manufacturing System

We compare two approaches for a Markovian model in flexible manufacturing systems (FMSs) using Monte Carlo simulation. The model which is a development of Fazlollahtabar and Saidi-Mehrabad (2013), considers two features of automated flexible manufacturing systems equipped with automated guided vehicle (AGV) namely, the reliability of machines and the reliability of AGVs in a multiple AGV jobsho...

متن کامل

Markovian Credit Risk Transition Probabilities under Non-Negativity Constraints for the US Portfolio 1984-2004

Credit risk transition probabilities between aggregate portfolio classes constitute a very useful tool when individual transition data are not available. Jones (2005) estimates Markovian Credit Transition Matrices using an adjusted least squares method. Given the arguments of Judge and Takayama (1966) a least squares estimator under inequality constraints is consistent but has unknown distribut...

متن کامل

Totally Model-Free Reinforcement Learning by Actor-Critic Elman Networks in Non-Markovian Domains

In this paper we describe how an actor critic rein forcement learning agent in a non Markovian domain nds an optimal sequence of actions in a totally model free fashion that is the agent neither learns transitional probabilities and associated rewards nor by how much the state space should be augmented so that the Markov prop erty holds In particular we employ an Elman type re current neural ne...

متن کامل

Improving Adaptive Importance Sampling Simulation of Markovian Queueing Models using Non-parametric Smoothing

Previous work on state-dependent adaptive importance sampling techniques for the simulation of rare events in Markovian queueing models used either no smoothing or a parametric smoothing technique, which was known to be non-optimal. In this paper, we introduce the use of kernel smoothing in this context. We derive expressions for the smoothed transition probabilities, compare several variations...

متن کامل

Sensitivity Properties of Markovian Models

Markovian models specify a considerable number of parameter probabilities. Whether estimated from data or assessed by experts, these parameters tend to be inaccurate to at least some degree. Sensitivity analysis provides for studying the effects of these inaccuracies on the model’s output probabilities. In this paper, we extend previous work on sensitivity analysis of Bayesian networks, to Mark...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1991