Keyword: markov processes

Found 1372 papers in total
Extensions of the Ho and Lee interest-rate model to the multinomial case
Extensions of the Ho and Lee interest-rate model to the multinomial case
2005,
The paper presents a state dependent multinomial model of intertemporal changes in the...
Constrained Markovian decision processes: the dynamic programming approach
Constrained Markovian decision processes: the dynamic programming approach
2000,
We consider semicontinuous controlled Markov models in discrete time with total...
On the series expansion for the stationary probabilities of an M/D/1 queue
On the series expansion for the stationary probabilities of an M/D/1 queue
2005,
In this paper, we give the series expansion for the stationary probabilities π n of...
An expectation maximization (EM) algorithm for platoon arrival processes in discrete time
An expectation maximization (EM) algorithm for platoon arrival processes in discrete time
2005,
The platoon arrival process (PAP), a special case of Markovian arrival process (MAP),...
Manufacturing lead-time rules: Customer retention versus tardiness costs
Manufacturing lead-time rules: Customer retention versus tardiness costs
2005,
Inaccurate production backlog information is a major cause of late deliveries, which...
Reliability evaluation and optimization of dissimilar-component cold-standby redundant systems
Reliability evaluation and optimization of dissimilar-component cold-standby redundant systems
2005,
A new methodology for reliability evaluation and optimization of non-repairable...
Markovian analysis for performance evaluation and scheduling in m machine stochastic flow-shop with buffers of any capacity
Markovian analysis for performance evaluation and scheduling in m machine stochastic flow-shop with buffers of any capacity
2005,
This paper deals with performance evaluation and scheduling in m machine static...
Fast simulation for road traffic network
Fast simulation for road traffic network
2001,
In this paper we present a method to perform fast simulation of large Markovian...
Estimating output targets to evaluate output-specific efficiencies: A statistical framework
Estimating output targets to evaluate output-specific efficiencies: A statistical framework
2005,
This paper presents a statistical framework for estimating output-specific...
Reallocation of beds to reduce waiting time for cardiac surgery
Reallocation of beds to reduce waiting time for cardiac surgery
2004,
Waiting time for cardiac surgery is a significant problem in the medical world. The...
Markov chain modeling of initiation and demand: The case of the US cocaine epidemic
Markov chain modeling of initiation and demand: The case of the US cocaine epidemic
2004,
Everingham and Rydall's Markov chain model of cocaine demand is modified and updated...
A Markov chain model for traffic equilibrium problems
A Markov chain model for traffic equilibrium problems
2002,
We consider a stochastic approach in order to define an equilibrium model for a...
Estimating regional air quality vehicle emission inventories: constructing robust driving cycles
Estimating regional air quality vehicle emission inventories: constructing robust driving cycles
2003,
Mobile emission inventories are constructed by multiplying a pollutant emission factor...
Modeling and analysis of flexible queueing systems
Modeling and analysis of flexible queueing systems
2004,
We consider queuing systems with multiple classes of customers and heterogeneous...
Product form solution for generalized-networks with dependent service
Product form solution for generalized-networks with dependent service
2004,
We consider a generalised-network with Poisson flow of positive customers. Each...
Optimal control and performance analysis of an M[X]/M/1 queue with batches of negative customers
Optimal control and performance analysis of an M[X]/M/1 queue with batches of negative customers
2004,
We consider a Markov decision process for an M [X] /M/1 queue that is controlled by...
Optimal control for a BMAP/SM/1 queue with MAP-input of disasters and two operation modes
Optimal control for a BMAP/SM/1 queue with MAP-input of disasters and two operation modes
2004,
A single-server queueing system with a batch Markovian arrival process (BMAP) and...
Characterization of the departure process from an ME/ME/1 queue
Characterization of the departure process from an ME/ME/1 queue
2004,
In this paper we propose a family of finite approximations for the departure process...
Using nonparametric distributions in renewal theory and queue models
Using nonparametric distributions in renewal theory and queue models
2004,
Nonparametric survival distributions find, more and more, applications in a variety of...
Optimal inventory replenishment policy for a queueing system with finite waiting room capacity
Optimal inventory replenishment policy for a queueing system with finite waiting room capacity
2005,
We treat an inventory control problem in a facility that provides a single type of...
Optimal and near-optimal (s,S) inventory policies for levy demand processes
Optimal and near-optimal (s,S) inventory policies for levy demand processes
2001,
A Levy jump process is a continuous-time, real-valued stochastic process which has...
A sequential detection approach to real-time freeway incident detection and characterization
A sequential detection approach to real-time freeway incident detection and characterization
2004,
In this paper, a new methodology is presented for real-time detection and...
Computation of equilibrium distributions of Markov traffic-assignment models
Computation of equilibrium distributions of Markov traffic-assignment models
2004,
Markov traffic-assignment models explicitly represent the day-to-day evolving...
Embedded local search approaches for routing optimization
Embedded local search approaches for routing optimization
2005,
This paper presents a new class of heuristics which embed an exact algorithm within...
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