Dilemma zone (DZ) is an area at high-speed signalized intersections, where drivers can neither cross safely nor stop comfortably at the yellow onset. The dilemma zone problem is a leading cause for crashes at high-speed signalized intersections and is therefore a pressing issue. This paper presents a novel Markov-chain-based dilemma zone protection algorithm that considers the number of vehicle...

Modelling a finite population genetic algorithm (GA) as a Markov chain can quickly become unmanageable since the number of population states increases rapidly with the population size and search space size. One approach to resolving this issue is to “lump” similar states together, so that a tractable Markov chain can be produced. A paper by Spears and De Jong in [1] presents an algorithm that c...

Feige and Rabinovich, in [FR], gave a deterministic O(log n) approximation for the time it takes a random walk to cover a given graph starting at a given vertex. This approximation algorithm was shown to work for arbitrary reversible Markov Chains. We build on the results of [FR], and show that the original algorithm gives a O(log n) approximation as it is, and that it can be modified to give a...

In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given Markov model. We illustrate the method by implementing it for a range of models, including a local Lévy process and a local volatility jump-diffusion. We also pro...

In this paper we present an algorithm for pricing barrier options in one-dimensional Markov models. The approach rests on the construction of an approximating continuous-time Markov chain that closely follows the dynamics of the given Markov model. We illustrate the method by implementing it for a range of models, including a local Lévy process and a local volatility jump-diffusion. We also pro...

The technique presented in this paper allows the automatic construction of a lumped Markov chain for almost symmetrical Stochastic Well-formed Net (SWN) models. The starting point is the Extended Symbolic Reachability Graph (ESRG), which is a reduced representation of a SWN model reachability graph (RG), based on the aggregation of states into classes. These classes may be used as aggregates fo...

With the increase in the number of menu items and the menu structure complexity, users have to spend more time in locating menu items when using menu-based interfaces, which tends to result in the decrease of task performance and the increase of mental load. How to reduce the navigation time has been a great challenge in the HCI (human-computer interaction) field. Recently, adaptive menu techni...

We present a new accurate algorithm (REFUND) for computing the fundamental matrix (or closely related group inverse matrix) of a finite regular Markov chain. This algorithm is developed within the framework of the State Reduction approach exemplified by the GTH (Grassmann, Taksar, Heyman)/Sheskin algorithm for recursively finding invariant measure. The first (reduction) stage of the GTH/S algor...

aspirin is one of the certified medicines commonly used for the secondary prevention of myocardial infarction (mi). aspirin side effects and gastrointestinal bleeding, in particular, have arisen debates on its use for the primary prevention of mi. the present research evaluates the cost-effectiveness of the use of aspirin in the primary prevention of mi among iranian men with average cardiovasc...