Journal: Annals of Operations Research

Found 3339 papers in total
Travel times in queueing networks and network sojourns
Travel times in queueing networks and network sojourns
1994,
The paper first describes expected values of sojourn times for semi-stationary (or...
A survey of product form queueing networks with blocking and their equivalences
A survey of product form queueing networks with blocking and their equivalences
1994,
Queueing network models have been extensively used to represent and analyze resource...
Entropy maximisation and queueing network models
Entropy maximisation and queueing network models
1994,
Over recent years it has become increasingly evident that ‘classical’...
Pseudo-cyclic policies for multi-queue single server systems
Pseudo-cyclic policies for multi-queue single server systems
1994,
In this paper the authors evaluate the waiting time performance of cycle-time guided...
Numerical computation of response time distributions using stochastic reward nets
Numerical computation of response time distributions using stochastic reward nets
1994,
The authors consider the numerical computation of response time distributions for...
Bounding the performance of tandem queues with finite buffer spaces
Bounding the performance of tandem queues with finite buffer spaces
1994,
The authors consider a queueing system with three single servers in tandem with two...
Upper and lower bounds for the waiting time in the symmetric shortest queue system
Upper and lower bounds for the waiting time in the symmetric shortest queue system
1994,
In this paper the authors compare the exponential symmetric shortest queue system with...
Towards better multi-class parametric-decomposition approximations for open queueing networks
Towards better multi-class parametric-decomposition approximations for open queueing networks
1994,
Methods are developed for approximately characterizing the departure process of each...
Approximate analysis of a Gordon-Newell like non-product-form queueing network
Approximate analysis of a Gordon-Newell like non-product-form queueing network
1994,
This paper is tutorial in nature. It demonstrates how a particular heuristic extension...
A decomposition approximation method for multiclass BCMP queueing networks with multiple-server stations
A decomposition approximation method for multiclass BCMP queueing networks with multiple-server stations
1994,
Closed multiclass separable queueing networks can in principle be analyzed using exact...
Stochastic bounds for a polling system
Stochastic bounds for a polling system
1994,
In this note the authors consider two queueing systems: a symmetric polling system...
Effects of service disciplines in G/GI/s queueing systems
Effects of service disciplines in G/GI/s queueing systems
1994,
Transient extremal properties of some service disciplines are established in the...
Local balance in queueing networks with positive and negative customers
Local balance in queueing networks with positive and negative customers
1994,
This paper investigates to what extent a recently developed new product form result...
Geometric equilibrium distributions for queues with interactive batch departures
Geometric equilibrium distributions for queues with interactive batch departures
1994,
Gelenbe et al. consider single server Jackson networks for queues which contain both...
Burst reduction properties of rate-control throttles: Departure process
Burst reduction properties of rate-control throttles: Departure process
1994,
In this paper the authors study the departure processes of two rate-control throttles:...
A two-server queueing system with periodic and credit-based server availabilities
A two-server queueing system with periodic and credit-based server availabilities
1994,
A discrete-time, two-server queueing system is studied in this paper. The service time...
Numerical analysis of a discrete-time finite capacity queue with a burst arrival
Numerical analysis of a discrete-time finite capacity queue with a burst arrival
1994,
The paper studies a discrete-time, multi-server, finite capacity queue with a burst...
Fast simulation of buffer overflows in tandem networks of GI/GI/1 queues
Fast simulation of buffer overflows in tandem networks of GI/GI/1 queues
1994,
Simply because of their rarity, the estimation of the statistics of buffer overflows...
Tandem queues with deterministic service times
Tandem queues with deterministic service times
1994,
In this paper the authors consider a tandem queueing model for a sequence of...
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
1993,
Traditional asset allocation of the Markowitz type defines risk to be the variance of...
Univariate and multivariate measures of risk aversion and risk premiums
Univariate and multivariate measures of risk aversion and risk premiums
1993,
This paper develops univariate and multivariate measures of risk aversion for...
Thin trading and estimation of systematic risk: An application of an error-correction model
Thin trading and estimation of systematic risk: An application of an error-correction model
1993,
Financial economics literature indicates that estimates for securities’...
A new approach to firm evaluation
A new approach to firm evaluation
1993,
In this paper, a method is developed to evaluate firms on the basis of the risks they...
Dynamical systems and variational inequalities
Dynamical systems and variational inequalities
1993,
The variational inequality problem has been utilized to formulate and study a plethora...
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