Keyword: markov processes
A Framework for Space-Efficient String Kernels
String kernels are typically used to compare genome‐scale sequences whose...
On preemptive-repeat LIFO queues
In this paper, we study the basic properties of last‐in first‐out (LIFO)...
A rate balance principle and its application to queueing models
We introduce a rate balance principle for general (not necessarily Markovian)...
A Higher-order interactive hidden Markov model and its applications
In this paper, we propose a higher‐order interactive hidden Markov model, which...
Call centers with a postponed callback offer
We study a call center model with a postponed callback option. A customer at the head...
Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping
In this study, we investigate the optimal control of a class of singularly perturbed...
Combining DEVS and model-checking: concepts and tools for integrating simulation and analysis
Our objectives here are to discuss the development of a formal framework that exploits...
Polynomial-Time Computation of Strong and n-Present-Value Optimal Policies in Markov Decision Chains
Veinott Arthur F
This paper studies the problem of finding a stationary strong present‐value...
Scheduling Using Interactive Optimization Oracles for Constrained Queueing Networks
Ever since Tassiulas and Ephremides in 1992 proposed the maximum weight scheduling...
A maximum principle for Markov regime-switching forward‐backward stochastic differential games and applications
In this paper, we present an optimal control problem for stochastic differential games...
Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks
We give a brief survey of literature devoted to studying queueing systems with...
Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations
We consider a diffusion process and its approximation with a Markov chain whose trends...
Consensus in a social network with two principals
This paper considers a model of opinion dynamics in a social network with two...
Equilibrium behaviour and social optimization in Markovian queues with impatient customers and variant of working vacations
We study customers’ equilibrium behaviour and social optimization in a...
Delay-dependent output feedback L1 control for positive Markovian jump systems with mode-dependent time-varying delays and partly known transition rates
The paper deals with the problem of delay‐dependent output feedback L 1 control...
Partially observed optimal stopping problem for discrete-time Markov processes
This paper is dedicated to the investigation of a new numerical method to approximate...
Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
This paper concerns with the jump linear quadratic Gaussian problem for a class of...
Dynamic Supply Risk Management with Signal-Based Forecast, Multi-Sourcing, and Discretionary Selling
We examine the critical role of advance supply signals–such as suppliers’...
Analytical and Scalable Analysis of Transient Tandem Markovian Finite Capacity Queueing Networks
This paper proposes an analytical model to approximate the transient aggregate joint...
A Queueing Theoretic Approach to Set Staffing Levels in Time-Dependent Dual-Class Service Systems*
Harper P R
This article addresses the optimal staffing problem for a nonpreemptive priority queue...
A single-server queue with batch arrivals and semi-Markov services
We investigate the transient and stationary queue length distributions of a class of...
On non-equilibria threshold strategies in ticket queues
In many real‐life queueing systems, a customer may balk upon arrival at a...
A mathematical model for personalized advertisement in virtual reality environments
We consider a personalized advertisement assignment problem faced by the manager of a...
Markov switching quantile autoregression
This paper considers the location‐scale quantile autoregression in which the...
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