Open Access. Powered by Scholars. Published by Universities.®

Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

PDF

Florida Institute of Technology

Theses and Dissertations

Marked point processes

Publication Year

Articles 1 - 2 of 2

Full-Text Articles in Physical Sciences and Mathematics

Time Sensitive Functionals Of Marked Random Measures In Real Time, Kizza M. Nandyose Frisbee Oct 2018

Time Sensitive Functionals Of Marked Random Measures In Real Time, Kizza M. Nandyose Frisbee

Theses and Dissertations

In this dissertation, we study marked random measures that model stochastic networks (under attacks), status of queueing systems during vacation modes, responses to cancer treatments (such as chemotherapy and radiation), hostile actions in economics and warfare. We extend the recently developed time sensitivity technique for investigating the processes’ behavior about a fixed threshold to a novel time sensitive technique in three important directions: (1) real-time monotone stochastic processes; (2) two-dimensional signed random measures; and (3) antagonistic stochastic games with two active players and one passive player. The need for the time sensitive feature in our study (i.e., an analytical association …


Discrete And Continuous Operational Calculus In Stochastic Games, Kenneth Ibe Iwezulu Dec 2016

Discrete And Continuous Operational Calculus In Stochastic Games, Kenneth Ibe Iwezulu

Theses and Dissertations

First, we consider a class of antagonistic stochastic games between two players A and B. The game is specified in terms of two "hostile" stochastic processes representing mutual attacks upon random times exerting casualties of random magnitudes. This game is observed upon random epochs of time and the outcome of the game is not known in real time. The game ends at the time when the underlying fixed threshold of either player is crossed (referred to as the first passage time). The first passage time is then shifted to an epoch, i.e. upon one of the observation instants of time. …