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Markov and Hidden Markov Models

  1. Refik Soyer

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0493

Wiley Encyclopedia of Operations Research and Management Science

Wiley Encyclopedia of Operations Research and Management Science

How to Cite

Soyer, R. 2011. Markov and Hidden Markov Models. Wiley Encyclopedia of Operations Research and Management Science. .

Author Information

  1. The George Washington University, Department of Decision Sciences, Washington, DC

Publication History

  1. Published Online: 15 FEB 2011

Abstract

In this article we give an overview of Markov models that are used for describing dynamics of operating environments in reliability analysis. We present both continuous- and discrete-time Markov chains as well as diffusion processes. We also consider Markov modulated stochastic processes that are known as hidden Markov models and discuss their properties. More specifically, we give an overview of Markov modulated Poisson and Markov modulated Bernoulli processes.

Keywords:

  • reliability assessment;
  • random environment;
  • Markov chains;
  • Markov modulated Poisson process;
  • Markov modulated Bernoulli process