Journal: Stochastic Processes and Their Applications

Found 55 papers in total
Finite state Markov decision models with average reward criteria
Finite state Markov decision models with average reward criteria
1994,
This paper deals with a discrete time Markov decision model with a finite state space,...
Light traffic approximations in general stationary single-server queues
Light traffic approximations in general stationary single-server queues
1994,
This paper complements two previous studies, by indicating the extent to which...
Risk theory in a stochastic economic environment
Risk theory in a stochastic economic environment
1993,
The paper introduces a general model to describe the risk process of an insurance...
Relationships in stationary jump processes with countable state space and their applications to queues
Relationships in stationary jump processes with countable state space and their applications to queues
1992,
The authors consider a stationary continuous time process with a finite or countable...
An application of reflected diffusions to the problem of choosing between hydro and thermal power generation
An application of reflected diffusions to the problem of choosing between hydro and thermal power generation
1993,
It is shown that a certain type of stochastic control problems has a solution (optimal...
Approximate uniformization for continuous-time Markov chains with an application to performability analysis
Approximate uniformization for continuous-time Markov chains with an application to performability analysis
1992,
An approximate version of the standard uniformization technique is introduced for...
Optimal stationary policies in the vector-valued Markov decision process
Optimal stationary policies in the vector-valued Markov decision process
1992,
This paper is concerned with the vector-valued Markov decision process and considers...
Asymptotic behavior of random discrete event systems
Asymptotic behavior of random discrete event systems
1990,
In this paper the authors discuss some aspects of the asymptotic behavior of Discrete...
Optimal choice and assignment of the best m of n randomly arriving items
Optimal choice and assignment of the best m of n randomly arriving items
1991,
A total of n items arrive at random. The decision maker must either select or discard...
Ladder heights and the Markov-modulated M/G/1 queue
Ladder heights and the Markov-modulated M/G/1 queue
1991,
The waiting time distribution is studied for the Markov-modulated M/G/1 queue with...
Optimal replacement and maintenance of systems subject to semi-Markov damage
Optimal replacement and maintenance of systems subject to semi-Markov damage
1991,
A system is subject to damage, the damage process is assumed to be an increasing...
Embedding optimal selection problems in a Poisson process
Embedding optimal selection problems in a Poisson process
1991,
The authors consider optimal selection problems, where the number N 1 of candidates...
First-fit allocation of queues: Tight probabilistic bounds on wasted space
First-fit allocation of queues: Tight probabilistic bounds on wasted space
1990,
The authors analyze a dynamic queue-storage problem where the arrival and departure...
Nonparametric regression with long-range dependence
Nonparametric regression with long-range dependence
1990,
The effect of dependent errors in fixed-design, nonparameteric regression is...
Estimating population size from multiple recapture experiments
Estimating population size from multiple recapture experiments
1990,
The size of a closed population is to be estimated using data from a multiple...
Two-parameter optimal stopping problem with switching costs
Two-parameter optimal stopping problem with switching costs
1990,
This paper is concerned with the optimal stopping problem for discrete time...
Nonparametric regression estimation under mixing conditions
Nonparametric regression estimation under mixing conditions
1990,
For let be a strictly stationary sequence of random variables, where the X' s and the...
Outliers in a multivariate autoregressive moving-average process
Outliers in a multivariate autoregressive moving-average process
1990,
The paper deals with the problem of outliers in a multivariate ARMA-process. The...
Multivariate extreme values in stationary random sequences
Multivariate extreme values in stationary random sequences
1990,
The limit distributions of multivariate extreme values of stationary random sequences...
A dynamic storage process
A dynamic storage process
1990,
The authors analyse a storage process with dynamical arrivals and departures. Under...
Uniform CLT for Markov chains with a countable state space
Uniform CLT for Markov chains with a countable state space
1990,
For an irreducible Markov chain taking integer values which has a finite second moment...
The stability of open queueing networks
The stability of open queueing networks
1990,
The stability of open Jackson networks is established where service times are i.i.d....
Laws of large numbers for the annealing algorithm
Laws of large numbers for the annealing algorithm
1990,
In this paper we establish a weak and a strong law of large numbers for the algorithm...
Nonlinear renewal theory under growth conditions
Nonlinear renewal theory under growth conditions
1989,
The paper concerns renewal theory for processes of the form where is a random walk...
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