Journal: Probability in the Engineering and Informational Sciences

Found 68 papers in total
Threshold policies for a single-server queuing network
Threshold policies for a single-server queuing network
2001,
We consider a single-server queuing system with two job classes under service policies...
On the comparison of queueing systems with their fluid limits
On the comparison of queueing systems with their fluid limits
2001,
In this article, we study a method to compare queueing systems and their fluid limits....
Note on the GI/G/1 queue with LCFS-PR observed at arbitrary times
Note on the GI/G/1 queue with LCFS-PR observed at arbitrary times
2001,
Consider the GI/G/1 queue with the Last-Come First-Served Preemptive-Resume service...
Two queues in tandem with retrial customers
Two queues in tandem with retrial customers
2001,
We consider two single-server queues in tandem. The customers receive service at the...
Effective upper bounds for expected cycle times in tandem queues with communication blocking
Effective upper bounds for expected cycle times in tandem queues with communication blocking
2001,
Tandem queues with finite buffers have been widely discussed as basic models of...
Applying variance reduction ideas in queuing simulations
Applying variance reduction ideas in queuing simulations
2001,
Variance reduction techniques are often underused in simulation studies. In this...
Option pricing via Monte Carlo simulation – a weak derivative approach
Option pricing via Monte Carlo simulation – a weak derivative approach
2001,
Using a weak derivation approach to gradient estimation, we consider the problem of...
Waiting times at periodically switched one-way traffic lanes – a periodic, two-queue polling system with random setup times
Waiting times at periodically switched one-way traffic lanes – a periodic, two-queue polling system with random setup times
2001,
We study vehicle waiting times at a traffic lane that is shared by traffic from two...
Maximizing the time spent by a diffusion process in an interval
Maximizing the time spent by a diffusion process in an interval
2001,
A one-dimensional diffusion process is controlled in the interval [−d, d]. The...
Two control policies for stochastic economic order quantity-type models
Two control policies for stochastic economic order quantity-type models
2001,
We present the production version of two EOQ-type models in heavy traffic. The output...
Transient analysis of permanent customers in a single-server queue with mixed traffic
Transient analysis of permanent customers in a single-server queue with mixed traffic
2000,
Single-server queueing systems with mixed traffic are a flexible modeling tool that...
Scheduling of an input-queued switch to achieve maximal throughput
Scheduling of an input-queued switch to achieve maximal throughput
2000,
Achieving high throughput in input-queued switches has been found to be difficult,...
Nonhomogeneous Poisson processes and logconcavity
Nonhomogeneous Poisson processes and logconcavity
2000,
In this article, we identify conditions under which the epoch times and the...
Some conjectured uniformly optimal reliable networks
Some conjectured uniformly optimal reliable networks
2000,
We consider all-terminal reliability, one of the more popular models in the field of...
Optimal maintenance decisions for dikes
Optimal maintenance decisions for dikes
2000,
To protect the Dutch polders against flooding, more than 2500 km of dikes have been...
A learning algorithm for discrete-time stochastic control
A learning algorithm for discrete-time stochastic control
2000,
A simulation-based algorithm for learning good policies for a discrete-time stochastic...
Individual equilibrium dynamic routing in a multiple server retrial queue
Individual equilibrium dynamic routing in a multiple server retrial queue
2000,
Customers arrive sequentially to a service system where the arrival times form a...
Application of infinitesimal perturbation analysis to the sensitivity analysis of the leaky-bucket filter with stationary gradual input
Application of infinitesimal perturbation analysis to the sensitivity analysis of the leaky-bucket filter with stationary gradual input
2000,
We investigate the sensitivity of the leaky-bucket filter, which is known as a traffic...
Limits for cumulative input processes to queues
Limits for cumulative input processes to queues
2000,
We establish functional central limit theorems (FCLTs) for a cumulative input process...
Simulation of processes with multiple regeneration sequences
Simulation of processes with multiple regeneration sequences
2000,
The classical regenerative method of simulation output analysis exploits the...
Supplementary variable technique in stochastic models
Supplementary variable technique in stochastic models
2000,
In this article, we formalize the framework for the supplementary variable technique...
A gold-mining problem – optimal backup strategy in computer programs
A gold-mining problem – optimal backup strategy in computer programs
2000,
We study an example or R. Bellman's gold-mining problem related to a programming job...
Fluid queues and mountain processes
Fluid queues and mountain processes
1999,
This paper is devoted to the analysis of a fluid queue with a buffer content that...
Bounds for fluid models driven by semi-Markov inputs
Bounds for fluid models driven by semi-Markov inputs
1999,
In this paper we consider an infinite buffer fluid model whose input is driven by...
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