Keyword: markov processes

Found 1372 papers in total
On constraint sampling in the linear programming approach to approximate dynamic programming
2004,
In the linear programming approach to approximate dynamic programming, one tries to...
Departure process of a single server queueing system with Markov renewal input and general service time distribution
2006,
The independence of processes in queueing systems is generally assumed when developing...
A discrete-time load balancing problem by neuro-dynamic programming algorithms
2006,
The meaning of load balancing is to dispatch jobs among resources of a system for...
Hitting the jackpot with operational research
2006,
Slot machines have evolved beyond all recognition since the early days of simple...
Hot-hand effects in sports and a recursive method of computing probabilities for streaks
2006,
We give a recursive method of computing probabilities associated with the waiting time...
Modeling revenue yield of reservation systems that use nested capacity protection strategies
2006,
Airline reservation systems involve the use of booking policies to implement a...
MAP/M/c queue with constant impatient time
2004,
We consider a MAP/M/c queue where a customer who cannot begin to receive his service...
On the single-server retrial queue
2006,
In this work, we review the stochastic decomposition for the number of customers in...
Diffusion approximations for a multiclass Markovian service system with ‘guaranteed’ and ‘best-effort’ service levels
2004,
This paper considers a Markovian model of a service system motivated by communication...
Repair strategies in an uncertain environment: Markov decision process approach
2006,
This paper deals with repair strategies that maximize the time until a catastrophic...
Transient analysis of a multi-component system modeled by a general Markov process
2006,
An M-unit system in dynamic environment with operational and repair times following...
State probability of a series-parallel repairable system with two types of failure states
2006,
This paper presents a method for the analysis of a series-parallel safety-critical...
Introducing probabilities in Statecharts to specify reactive systems for performance analysis
2006,
Statecharts are expressed in a graphical language to specify complex reactive systems....
Lagrangian relaxation algorithms for real-time hybrid flowshop scheduling with finite intermediate buffers
2006,
We investigate the problem of scheduling N jobs on parallel identical machines in J...
On the use of stationary versus hidden Markov models to detect simple versus complex ecological dynamics
2005,
The stationary Markov model (SMM) has been used to study simple ecological dynamics,...
Numerical exploration of dynamic behavior of Ornstein–Uhlenbeck processes via Ehrenfest process approximation
2006,
Recently Ornstein–Uhlenbeck (O–U) processes have been drawing much...
A stochastic model for a visit to the doctor's office
2007,
This paper presents a stochastic model of an individual patient's experience during a...
Estimating the cycle time of three-stage material handling systems
2006,
Because of high investment costs, the productivity of material handling systems must...
A finite capacity resequencing model with Markovian arrivals
2005,
In this paper, we consider a two-server finite capacity queuing model in which...
Optimal NT policies for M/G/1 system with a startup and unreliable server
2006,
This paper studies the control policies of an M/G/1 queueing system with a startup and...
The condition for the existence of steady-state distribution in the multi-server repairable queue system
2005,
In this paper, we analyse the condition for the existence of steady-state distribution...
Functional limit theorems for a simple auction
2003,
We consider a continuous transparent auction with one asset. Buyers and sellers arrive...
Generalized renewal process (GRP) for the analysis of software reliability growth model
2006,
With the rapid advancement in computer technology, software reliability plays a very...
The optimal batch size of M/DN/1 queue
2006,
A single-server, infinite-capacity queue with Poisson input and deterministic bulk...
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