Keyword: markov processes

Found 1372 papers in total
Robust analysis on promotion duration for two competitive brands
2008,
There are few studies that provide a useful tool or model to determine the promotion...
Impact of ramp-up on the optimal capacity-related reconfiguration policy
2007,
This paper presents an optimal solution, based on Markov decision theory, for the...
Study of dynamic polling in the IEEE 802.11 PCF
2008,
Point Coordination Function (PCF) of the IEEE 802.11 protocol providing a...
Economic analysis for detection of out-of-control of process using 2 of 2 runs rules
2008,
This research investigates economic characteristics of 2 of 2 runs rules under the...
On a multidimensional oil exploration problem
2005,
This paper is concerned with optimal strategies for drilling in an oil exploration...
Quasi-Birth–Death (QBD) Markov chains on binomial-like trees and its application to multilevel feedback queues
2008,
A matrix analytic paradigm, termed Quasi-Birth–Death Markov chains on...
Finding upper-triangular representations for phase-type distributions with 3 distinct real poles
2008,
In this paper we seek particular representations for absolutely continuous Phase-type...
Decision making with uncertain judgments: a stochastic formulation of the analytic hierarchy process
2004,
In the analytic hierarchy process (AHP), priorities are derived via a deterministic...
Keep or return? Managing ordering and return policies in start-up companies
2007,
Start-up companies are considered an important factor in the success of a nation's...
An M[X]/G/1 retrial queue with server breakdowns and constant rate of repeated attempts
2008,
We consider an M [X] /G/1 retrial queue subject to breakdowns where the retrial time...
Random walk analysis of parallel queueing stations
2008,
We analyze a complex stochastic system with a single server who operates in two...
On a proper way to select population failure distribution and a stochastic optimization method in parameter estimation
2007,
It is widely accepted that the Weibull distribution plays an important role in...
Profile-based push models in manpower planning
2008,
A methodology is presented to deal with heterogeneity due to observable variables in...
Hidden semi-Markov model-based methodology for multi-sensor equipment health diagnosis and prognosis
2007,
This paper presents an integrated platform for multi-sensor equipment diagnosis and...
HMMoC – a compiler for hidden Markov models
2007,
Hidden Markov models are widely applied within computational biology. The large data...
On the convergence of a randomized algorithm for a frequency assignment problem
1998,
The problems of assigning frequencies to transmitters can be naturally modeled by...
Multiperiod portfolio optimization models in stochastic markets using the mean–variance approach
2007,
We consider several multiperiod portfolio optimization models where the market...
Capturing structural changes in French meat and fish demand over the period 1991–2002
2007,
A time-varying coefficient demand system, the Markov switching almost ideal demand...
Option pricing in a regime-switching model using the fast Fourier transform
2006,
This paper is concerned with fast Fourier transform (FFT) approach to option...
Stock market dynamics created by interacting agents
2006,
We study a stock market model, consisting in a large number of agents, going...
A semi-Markov model for patient progression through clinical trials
2007,
Clinical trials constitute large, resource-intensive endeavors for pharmaceutical...
Bayesian binary regression model: an application to in-hospital death after AMI prediction
2004,
A Bayesian binary regression model is developed to predict death of patients after...
Discrete Markov ballistic missile defense system modeling
2007,
Expected value is a common and useful baseline used to compare different multi-layered...
General steady state distribution based stopping criteria for finite length genetic algorithms
2007,
We propose two general stopping criteria for finite length, simple genetic algorithms...
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