The joint distribution of sojourn times in finite semi-Markov processes

The KTH Visit in Semi-Markov Processes

the kth visit in semi-markov processes

Iterative Transient State Distribution Calculation in Semi-Markov Processes

This paper presents an iterative technique for the transient analysis of large structurally unrestricted semi-Markov processes (SMPs), which builds on our previous work on iterative passage time calculation. The method is based on the calculation and subsequent numerical inversion of Laplace transforms. We demonstrate our technique on a Markovian process algebra model of a web-server with 69 44...

Sojourn Times in Non-Homogeneous QBD Processes with Processor Sharing

We study sojourn times of customers in a processor sharing model with a service rate that varies over time, depending on the number of customers and on the state of a random environment. An explicit expression is derived for the Laplace-Stieltjes transform of the sojourn time conditional on the state upon arrival and the amount of work brought into the system. Particular attention is given to t...

Semi-markov Decision Processes

Considered are infinite horizon semi-Markov decision processes (SMDPs) with finite state and action spaces. Total expected discounted reward and long-run average expected reward optimality criteria are reviewed. Solution methodology for each criterion is given, constraints and variance sensitivity are also discussed.