Keyword: markov processes

Found 1372 papers in total
Serial agile production systems with automation
Serial agile production systems with automation
2005,
To gain insights into the design and control of manufacturing cells with automation,...
A partially observed Markov decision process for dynamic pricing
A partially observed Markov decision process for dynamic pricing
2005,
In this paper, we develop a stylized partially observed Markov decision process...
Optimization techniques for Available Transfer Capability (ATC) and market calculations
Optimization techniques for Available Transfer Capability (ATC) and market calculations
2004,
The recent movement towards an open, competitive market environment introduced new...
A two-time-scale model for hospital patient flow
A two-time-scale model for hospital patient flow
2005,
Hospitals are currently facing high incidences of ambulance bypass, long waiting lists...
A methodology for measuring the relative effectiveness of healthcare services
A methodology for measuring the relative effectiveness of healthcare services
2005,
In this paper we propose a methodology for measuring the ‘relative...
On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
On the use of multi-state multi-census techniques for modelling the survival of elderly people in institutional long-term care
2005,
A good estimate of the length of stay (LOS) of elderly people in institutional...
Dynamic rating of European football teams
Dynamic rating of European football teams
2005,
In this paper we apply and extend recently proposed methods for the dynamic analysis...
Modelling a baseball game to optimise pitcher substitution strategies incorporating handedness of players
Modelling a baseball game to optimise pitcher substitution strategies incorporating handedness of players
2005,
This paper proposes a method for identifying the optimal strategy for substituting...
H∞ control for sampled-data linear systems with two Markov processes
H∞ control for sampled-data linear systems with two Markov processes
2005,
This paper is concerned with the design problem of H ∞ digital switching control...
Managing response time in a call-routing problem with service failure
Managing response time in a call-routing problem with service failure
2005,
Traditional research on routing in queueing systems usually ignores service quality...
Fluid models for multiserver queues with abandonments
Fluid models for multiserver queues with abandonments
2006,
Deterministic fluid models are developed to provide simple first-order performance...
Capacity management for contract manufacturing
Capacity management for contract manufacturing
2007,
Contract manufacturers sell capacity under different terms to different buyers. In a...
Optimal condition based maintenance with imperfect information and the proportional hazards model
Optimal condition based maintenance with imperfect information and the proportional hazards model
2007,
Condition based maintenance (CBM) is based on collecting observations over time, in...
An &Xmacr; chart with variable sample sizes; a new adaptive method
An &Xmacr; chart with variable sample sizes; a new adaptive method
2006,
In the last years a new class of control charts which parameters change during...
Forecast performance of nonlinear error-correction models with multiple regimes
Forecast performance of nonlinear error-correction models with multiple regimes
2005,
In this paper we investigate the forecast performance of nonlinear error-correction...
The multi-chain Markov switching model
The multi-chain Markov switching model
2005,
In many real phenomena the behaviour of a certain variable, subject to different...
Analytic pricing solutions to term structure derivatives in a Markov chain market
Analytic pricing solutions to term structure derivatives in a Markov chain market
2004,
An interest rate process assumed as a function of a continuous-time finite-state...
Statistical surveillance of cyclical processes with application to turns in business cycles
Statistical surveillance of cyclical processes with application to turns in business cycles
2005,
On-line monitoring of cyclical processes is studied. An important application is early...
A multi-server queueing model with Markovian arrivals and multiple thresholds
A multi-server queueing model with Markovian arrivals and multiple thresholds
2007,
We consider a multi-server queueing model in which arrivals occur according to a...
An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong
2004,
This paper introduces a Bayesian forecasting model that accommodates innovative...
Can out-of-sample forecast comparisons help prevent overfitting?
Can out-of-sample forecast comparisons help prevent overfitting?
2004,
This paper shows that out-of-sample forecast comparisons can help prevent data...
Analytical approach to estimating automated material handling systems performance in 300 mm fabs
Analytical approach to estimating automated material handling systems performance in 300 mm fabs
2007,
Contemporary simulation technology can produce accurate assessments of integrated...
Quality control for scalable media processing applications
Quality control for scalable media processing applications
2004,
Many media processing applications create a load that varies significantly over time....
Finding good predictors for inflation: a Bayesian model averaging approach
Finding good predictors for inflation: a Bayesian model averaging approach
2004,
We consider a Bayesian model averaging approach for the purpose of forecasting Swedish...
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