Keyword: markov processes

Found 1372 papers in total
An Efficient and Numerically Stable Method for Computing Bounds for the Interval Availability Distribution
An Efficient and Numerically Stable Method for Computing Bounds for the Interval Availability Distribution
2011,
This paper is concerned with the computation of the interval availability (proportion...
An analytic valuation method for multivariate contingent claims with regime‐switching volatilities
An analytic valuation method for multivariate contingent claims with regime‐switching volatilities
2011,
In this paper, we provide an analytic valuation method for European‐type...
Whether to Retest the Lipids of HIV‐Infected Patients: How Much Does Fasting Bias Matter?
Whether to Retest the Lipids of HIV‐Infected Patients: How Much Does Fasting Bias Matter?
2011,
This paper aids in the diagnosis and treatment of lipid abnormalities by enhancing...
Applying fuzzy approach to develop transient probability matrix for on‐line variable quality monitoring
Applying fuzzy approach to develop transient probability matrix for on‐line variable quality monitoring
2011,
The characteristic of interest follows a normal distribution and changes of the...
Mean‐variance versus expected utility in dynamic investment analysis
Mean‐variance versus expected utility in dynamic investment analysis
2011,
Given the existence of a Markovian state price density process, this paper extends...
Four Canadian Contributions to Stochastic Modeling
Four Canadian Contributions to Stochastic Modeling
2008,
We outline the history, significance, and impact of four important contributions by...
Order‐fulfillment performance analysis of an assemble‐to‐order system with unreliable machines
Order‐fulfillment performance analysis of an assemble‐to‐order system with unreliable machines
2010,
We study a multi‐item, multiple classes of demand,...
A Model of ICU Bumping
A Model of ICU Bumping
2010,
Many intensive care units (ICUs) face overcrowding. One response to this overcrowding...
Optimum design of a new VSS-NP chart with adjusting sampling inspection
Optimum design of a new VSS-NP chart with adjusting sampling inspection
2011,
The classical Shewhart NP control chart is used widely in industrial and service...
Due date assignment in repetitive projects
Due date assignment in repetitive projects
2011,
This paper is concerned with the study of the constant due-date assignment policy in...
A comparison of global and semi-local approximation in T-stage stochastic optimization
A comparison of global and semi-local approximation in T-stage stochastic optimization
2011,
The paper presents a comparison between two different flavors of nonlinear models to...
Posfust reliability of a unified fuzzy Markov model
Posfust reliability of a unified fuzzy Markov model
2011,
Reliability modelling is the most important discipline of reliability engineering. A...
Probability masses fitting in the analysis of manufacturing flow lines
Probability masses fitting in the analysis of manufacturing flow lines
2011,
The analysis of manufacturing systems with finite capacity and with general service...
Modelling and analysis of Markovian continuous flow systems with a finite buffer
Modelling and analysis of Markovian continuous flow systems with a finite buffer
2011,
In this study, a Markovian fluid flow system with two stages separated by a finite...
Dynamic Supplier Contracts Under Asymmetric Inventory Information
Dynamic Supplier Contracts Under Asymmetric Inventory Information
2010,
In this paper, we examine a supply chain in which a single supplier sells to a...
Functional Optimization Through Semilocal Approximate Minimization
Functional Optimization Through Semilocal Approximate Minimization
2010,
An approach based on semilocal approximation is introduced for the solution of a...
Dynamic Allocation of Pharmaceutical Detailing and Sampling for Long-Term Profitability
Dynamic Allocation of Pharmaceutical Detailing and Sampling for Long-Term Profitability
2010,
The U.S. pharmaceutical industry spent upwards of $18 billion on marketing...
Modeling and analysis of two unreliable batch machines with a finite buffer in between
Modeling and analysis of two unreliable batch machines with a finite buffer in between
2010,
This article considers two unreliable batch machines with a finite buffer in between....
Optimizing RFID tag-inventorying algorithms
Optimizing RFID tag-inventorying algorithms
2010,
Maximizing the rate at which Radio Frequency IDentification (RFID) tags can be read is...
Risk-based policies for airport security checkpoint screening
Risk-based policies for airport security checkpoint screening
2010,
Passenger screening is an important component of aviation security that incorporates...
Hidden Markov models for financial optimization problems
Hidden Markov models for financial optimization problems
2010,
Many financial decision problems require scenarios for multivariate financial time...
Performance evaluation of two-stage multi-product kanban systems
Performance evaluation of two-stage multi-product kanban systems
2008,
We propose an approximate evaluation procedure for a kanban-controlled production...
A single server queue with a varying gate mechanism
A single server queue with a varying gate mechanism
2010,
A Markovian single server queue in a varying environment with gate mechanism is...
Staffing multi-skill call centers via search methods and a performance approximation
Staffing multi-skill call centers via search methods and a performance approximation
2009,
A multi-skill staffing problem in a call center where the agent skill sets are...
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