Journal: Probability in the Engineering and Informational Sciences

Found 68 papers in total
On a stochastic inventory model with deterioration and stock-dependent demand items
2002,
In this article, we propose a new continuous-time stochastic inventory model with...
Optimal maintenance and operation of a system with backup components
2002,
We consider a system with heterogeneous unreliable components that requires only one...
Maintenance policy for a continuously monitored deteriorating system
2003,
We consider a continuously monitored system that gradually and stochastically...
A generalized convergence result for the graph-based ant system metaheuristic
2003,
Itis shown that on fairly weak conditions, the current solutions of a metaheuristic...
The tree cut and merge algorithm for estimation of network reliability
2003,
This article presents Monte Carlo techniques for estimating network reliability. For...
Necessary and sufficient conditions for the stochastic comparison of Jackson networks
2003,
External and internal monotonicity properties for Jackson networks have been...
A note on the insurance risk problem
2003,
We give a new characterization of the ruin probability of the classical insurance risk...
Production–inventory models with an unreliable facility operating in a two-state random environment
2002,
We consider two model variants of a production–inventory system. The system is...
Convergence of simulation-based policy iteration
2003,
Simulation-based policy iteration (SBPI) is a modification of the policy iteration...
The inspection paradox
2003,
We relate two variants of the inspection paradox by showing that both represent the...
Stochastic scheduling with preemptive-repeat machine breakdowns to minimize the expected weighted flow time
2003,
We study a stochastic scheduling problem with a single machine subject to random...
Optimal control of a simple immigration process through the introduction of a predator
2003,
This article is concerned with the problem of controlling a simple immigration...
What is a unit of capacity worth?
2002,
Consider a finite-capacity telecommunications link to which connection requests arrive...
An emergency facility with minimal admission
2002,
We study an M/M/ [∞] queuing system in which each arrival has a random...
An intermittent fluid system with exponential on-times and semi-Markov input rates
2001,
We consider a fluid system in which during off-times the buffer content increases as a...
Performance analysis of a server for facsimile communication networks
2001,
We present a performance analysis of a multiaddress call extraction server. The...
Availability of continuous service and computing long-run mean time between failures and reliability for Markov systems
2001,
Steady-state availability has long been a popular descriptor of effectiveness for...
Computing average optimal constrained policies in stochastic dynamic programming
2001,
A stochastic dynamic program incurs two types of cost: a service cost and a quality of...
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards – an alternative approach
2001,
This article concerns Markov decision chains with finite state and action spaces, and...
Limit theorems for polling models with increasing setups
2001,
Multiclass single-server systems with significant setup times (polling models) are...
Expected makespan minimization on identical machines in two interconnected queues
2001,
We study the scheduling of jobs in a system of two interconnected service stations,...
A stochastic batching and scheduling problem
2001,
We consider a batch scheduling problem in which the processing time of a batch of jobs...
Order picking in carousel systems under the nearest item heuristic
2001,
A carousel is a computer-controlled warehousing system, which is widely used to store...
Comparison of queues with different discrete-time arrival processes
2001,
Traveling times in a first in first out (FIFO)-stochastic event graph are compared in...
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