Semi-Markov Models

1. Front Matter

   Pages i-x

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2. Markov Additive Processes and Regenerative Systems

   1. Front Matter

      Pages 1-1

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   2. Some limit theorems for Markov additive processes

      • Peter Ney, Esa Nummelin

      Pages 3-12

   3. Stationary regenerative systems

      • H. Kaspi, B. Maisonneuve

      Pages 13-22

   4. Asymptotic analysis of some non-homogeneous semi-Markov processes

      • R. V. Benevento

      Pages 23-35

3. Semi-Markov Decision Processes

   1. Front Matter

      Pages 37-37

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   2. Markov and semi-Markov decision models and optimal stopping

      • Manfred Schäl

      Pages 39-61

   3. Markov decision drift processes

      • Frank A. Van der Duyn Schouten

      Pages 63-78

   4. The functional equations of undiscounted denumerable state Markov renewal programming

      • Elke Mann

      Pages 79-96

4. Algorithmic and Computer-Oriented Approach

   1. Front Matter

      Pages 97-97

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   2. Recursive moment formulas for regenerative simulation

      • Peter W. Glynn, Donald L. Iglehart

      Pages 99-109

   3. Computation of the state probabilities in a class of semi-regenerative queueing models

      • Helmut Schellhaas

      Pages 111-130

   4. The superposition of two PH-renewal processes

      • Marcel Neuts, Guy Latouche

      Pages 131-177

5. Semi Markov Models in Economy and Insurance

   1. Front Matter

      Pages 179-179

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   2. Pension accumulation as a semi-Markov reward process, with applications to pension reform

      • Yves Balcer, Izzet Sahin

      Pages 181-199

   3. The structure of a firm’s optimal non-decreasing wage policy when recruitment is a wage dependent Poisson process

      • Nils Henrik Schager

      Pages 201-213

6. Semi-Markov Processes and Reliability Theory

   1. Front Matter

      Pages 215-215

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   2. Markov renewal processes in reliability analysis

      • V. S. Korolyuk

      Pages 217-230

   3. Deterioration processes

      • Mohamed Abdel-Hameed

      Pages 231-252

   4. Stochastic processes with an embedded point process and their application to system reliability analysis

      • Peter Franken, Arnfried Streller

      Pages 253-279

This book is the result of the International Symposium on Semi­ Markov Processes and their Applications held on June 4-7, 1984 at the Universite Libre de Bruxelles with the help of the FNRS (Fonds National de la Recherche Scientifique, Belgium), the Ministere de l'Education Nationale (Belgium) and the Bernoulli Society for Mathe­ matical Statistics and Probability. This international meeting was planned to make a state of the art for the area of semi-Markov theory and its applications, to bring together researchers in this field and to create a platform for open and thorough discussion. Main themes of the Symposium are the first ten sections of this book. The last section presented here gives an exhaustive biblio­ graphy on semi-Markov processes for the last ten years. Papers selected for this book are all invited papers and in addition some contributed papers retained after strong refereeing. Sections are I. Markov additive processes and regenerative systems II. Semi-Markov decision processes III. Algorithmic and computer-oriented approach IV. Semi-Markov models in economy and insurance V. Semi-Markov processes and reliability theory VI. Simulation and statistics for semi-Markov processes VII. Semi-Markov processes and queueing theory VIII. Branching IX. Applications in medicine X. Applications in other fields v PREFACE XI. A second bibliography on semi-Markov processes It is interesting to quote that sections IV to X represent a good sample of the main applications of semi-Markov processes i. e.

• Markov model
• algorithms
• modeling
• probability
• statistics
• stochastic process
• stochastic processes

• Free University of Brussels, Brussels, Belgium

  Jacques Janssen

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