Keyword: markov processes

Found 1372 papers in total
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
2008,
Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs...
Dynamic server assignment policies for assembly-type queues with flexible servers
Dynamic server assignment policies for assembly-type queues with flexible servers
2008,
We seek dynamic server assignment policies in finite-capacity queueing systems with...
Optimal Stopping of Linear Diffusions with Random Discounting
Optimal Stopping of Linear Diffusions with Random Discounting
2008,
We propose a new solution method for optimal stopping problems with random discounting...
Transient analysis of a Markovian queue with chain sequence rates and total catastrophes
Transient analysis of a Markovian queue with chain sequence rates and total catastrophes
2009,
Queueing systems with state-dependent arrival and service rates along with...
Coordinating randomized policies for increasing security of agent systems
Coordinating randomized policies for increasing security of agent systems
2009,
We consider the problem of providing decision support to a patrolling or security...
Usage Restriction and Subscription Services: Operational Benefits with Rational Users
Usage Restriction and Subscription Services: Operational Benefits with Rational Users
2008,
This paper studies a rental firm that offers reusable products to price– and...
An Analysis of the Control-Algorithm Re-solving Issue in Inventory and Revenue Management
An Analysis of the Control-Algorithm Re-solving Issue in Inventory and Revenue Management
2008,
While inventory– and revenue–management problems can be represented as...
Linear programming relaxations and marginal productivity index policies for the buffer sharing problem
Linear programming relaxations and marginal productivity index policies for the buffer sharing problem
2008,
We study the dynamic admission control for a finite shared buffer with support of...
Analysis of the M/G/1 queue with exponentially working vacations: a matrix analytic approach
Analysis of the M/G/1 queue with exponentially working vacations: a matrix analytic approach
2009,
In this paper, an M/G/1 queue with exponentially working vacations is...
Estimating the Patient's Price of Privacy in Liver Transplantation
Estimating the Patient's Price of Privacy in Liver Transplantation
2008,
In the United States, patients with end–stage liver disease must join a waiting...
Assessing Dynamic Breast Cancer Screening Policies
Assessing Dynamic Breast Cancer Screening Policies
2008,
Questions regarding the relative value and frequency of mammography screening for...
Relative frequencies of generalized simulated annealing
Relative frequencies of generalized simulated annealing
2006,
We consider a class of nonhomogeneous Markov chains arising in simulated annealing and...
Solution and forecast horizons for infinite-horizon nonhomogeneous Markov decision processes
Solution and forecast horizons for infinite-horizon nonhomogeneous Markov decision processes
2007,
We consider a nonhomogeneous infinite–horizon Markov Decision Process (MDP)...
The value of Markov chain games with lack of information on one side
The value of Markov chain games with lack of information on one side
2006,
We consider a two–player zero–sum game, given by a Markov chain over a...
Existence of optimal strategies in Markov games with incomplete information
Existence of optimal strategies in Markov games with incomplete information
2008,
The existence of a value and optimal strategies is proved for the class of...
A cost-shaping linear program for average-cost approximate dynamic programming with performance guarantees
A cost-shaping linear program for average-cost approximate dynamic programming with performance guarantees
2006,
We introduce a new algorithm based on linear programming for optimization of...
Application of a semi‐Markov model and a simulated annealing algorithm for the selection of an optimal maintenance policy for power equipment
Application of a semi‐Markov model and a simulated annealing algorithm for the selection of an optimal maintenance policy for power equipment
2008,
This paper describes a maintenance policy model based on semi‐Markov processes....
A factorization property for BMAP/G/1 vacation queues under variable service speed
A factorization property for BMAP/G/1 vacation queues under variable service speed
2008,
This paper proposes a simple factorization principle that can be used efficiently and...
Stationary tail asymptotics of a tandem queue with feedback
Stationary tail asymptotics of a tandem queue with feedback
2008,
Motivated by applications in manufacturing systems and computer networks, in this...
Generalized parallel-server fork-join queues with dynamic task scheduling
Generalized parallel-server fork-join queues with dynamic task scheduling
2008,
This paper introduces a generalization of the classical parallel-server fork-join...
A finite capacity bulk service queue with single vacation and Markovian arrival process
A finite capacity bulk service queue with single vacation and Markovian arrival process
2004,
Vacation time queues with Markovian arrival process (MAP) are mainly useful in...
Complete analysis of MAP/G/1/n queue with single (multiple) vacation(s) under limited service discipline
Complete analysis of MAP/G/1/n queue with single (multiple) vacation(s) under limited service discipline
2005,
We consider a finite-buffer single-server queue with Markovian arrival process (MAP)...
Markov chain applications in the slot machine industry
Markov chain applications in the slot machine industry
2008,
One of the important sectors within gambling is that of gaming machines. This industry...
Algorithm for the design of single-stage adaptive kanban system
Algorithm for the design of single-stage adaptive kanban system
2008,
The traditional kanban system with fixed number of cards does not work satisfactorily...
Papers per page: