Keyword: markov processes

Found 1372 papers in total
Production‐inventory systems in stochastic environment and stochastic lead times
Production‐inventory systems in stochastic environment and stochastic lead times
2012,
We consider a production‐inventory system where the production and demand rates...
Random Walks on Polytopes and an Affine Interior Point Method for Linear Programming
Random Walks on Polytopes and an Affine Interior Point Method for Linear Programming
2012,
Let K be a polytope in ℝ n defined by m linear inequalities. We give a new Markov...
On Likelihood Estimation For Discretely Observed Markov Jump Processes
On Likelihood Estimation For Discretely Observed Markov Jump Processes
2007,
The parameter estimation problem for a Markov jump process sampled at equidistant time...
Exponential Stability for Delayed Stochastic Bidirectional Associative Memory Neural Networks with Markovian Jumping and Impulses
Exponential Stability for Delayed Stochastic Bidirectional Associative Memory Neural Networks with Markovian Jumping and Impulses
2011,
In this paper, the problem of stability analysis for a class of delayed stochastic...
Performance Analysis for Controlled Semi‐Markov Systems with Application to Maintenance
Performance Analysis for Controlled Semi‐Markov Systems with Application to Maintenance
2011,
This paper concerns with the performance analysis for controlled semi‐Markov...
Irreducibility of joint inventory positions in an assemble-to-order system under (r, nQ) policies
Irreducibility of joint inventory positions in an assemble-to-order system under (r, nQ) policies
2012,
In a typical assemble-to-order system, a customer order may request multiple items,...
Modeling and managing portfolios including listed private equity
Modeling and managing portfolios including listed private equity
2012,
Listed private equity (LPE) provides investors with a liquid means of considering...
Performance evaluation and enhancement of multistage manufacturing systems with rework loops
Performance evaluation and enhancement of multistage manufacturing systems with rework loops
2012,
The phenomena of machine failures, defects, multiple rework loops, etc., results in...
Optimal maintenance policies for systems subject to a Markovian operating environment
Optimal maintenance policies for systems subject to a Markovian operating environment
2012,
Many stochastic models of repairable equipment deterioration have been proposed based...
Simulating a basketball match with a homogeneous Markov model and forecasting the outcome
Simulating a basketball match with a homogeneous Markov model and forecasting the outcome
2012,
We used a possession‐based Markov model to model the progression of a...
Markov switching and exchange rate predictability
Markov switching and exchange rate predictability
2012,
We first show that the recent success of modern macroeconomic models in forecasting...
An approximation analysis for safety messages transmission in vehicle‐to‐vehicle WAVE networks
An approximation analysis for safety messages transmission in vehicle‐to‐vehicle WAVE networks
2012,
Wireless Access in the Vehicular Environment (WAVE) specification defines the WAVE...
A queueing system with batch arrival of customers in sessions
A queueing system with batch arrival of customers in sessions
2012,
Analysis of the joint distribution of the number of sessions and requests in the...
A mean–variance optimization problem for discounted Markov decision processes
A mean–variance optimization problem for discounted Markov decision processes
2012,
In this paper, we consider a mean–variance optimization problem for Markov...
Optimal maintenance of systems with Markovian mission and deterioration
Optimal maintenance of systems with Markovian mission and deterioration
2012,
We consider the maintenance of a mission‐based system that is designed to...
Multi‐state throughput analysis of a two‐stage manufacturing system with parallel unreliable machines and a finite buffer
Multi‐state throughput analysis of a two‐stage manufacturing system with parallel unreliable machines and a finite buffer
2012,
This paper models and analyzes the throughput of a two‐stage manufacturing...
A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains
A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains
2012,
obtained the subexponential asymptotics of the stationary distribution of an M/G/1...
On a model of informational control in social networks
On a model of informational control in social networks
2011,
We present an analysis of game model that represents a composition of Markov model of...
Maximizing throughput in finite‐source parallel queue systems
Maximizing throughput in finite‐source parallel queue systems
2012,
Motivated by the dispatching of trucks to shovels in surface mines, we study optimal...
The sequential alternative search as a continuous Markov random walk
The sequential alternative search as a continuous Markov random walk
2011,
The course of the process is analyzed for the choice by an individual of alternatives...
Modeling and analysis of work flow and staffing level in a computed tomography division of University of Wisconsin Medical Foundation
Modeling and analysis of work flow and staffing level in a computed tomography division of University of Wisconsin Medical Foundation
2012,
In this paper, a Markov chain model is developed to model the work flow in a computed...
Methods to design optimal control of Markov process with finite state set in the presence of constraints
Methods to design optimal control of Markov process with finite state set in the presence of constraints
2011,
The problem of optimal control of a nonuniform Markov process with a finite state set...
Asymmetrical resource networks. I. Stabilization processes for low resources
Asymmetrical resource networks. I. Stabilization processes for low resources
2011,
We consider dynamic resource allocation processes in two‐sided asymmetrical...
Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management
Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management
2011,
Markov decision process models take into account risk in forest growth, stumpage...
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