Keyword: markov processes

Found 1372 papers in total
Asymptotic results and a Markovian approximation for the M(n)/M(n)/s + GI system
Asymptotic results and a Markovian approximation for the M(n)/M(n)/s + GI system
2002,
In this paper for the M ( n )/ M ( n )/ s + GI system, i.e. for an s -server...
Buffer overflow probabilities for a Markov-modulated fluid model
Buffer overflow probabilities for a Markov-modulated fluid model
2002,
Markov modulated fluid models are widely used in modelling communications and computer...
Optimum discarding in a bufferless system
Optimum discarding in a bufferless system
2002,
This paper considers queueing systems without buffer. The problem is finding an...
The MM CPP/GE/c G-queue: Sojourn time distribution
The MM CPP/GE/c G-queue: Sojourn time distribution
2002,
We obtain the sojourn time probability distribution function at equilibrium for a...
A tandem queue with blocking and Markovian arrival process
A tandem queue with blocking and Markovian arrival process
2002,
Queueing networks with blocking have proved useful in modelling of data communications...
A multi-server retrial queue with Batch Markov arrivals and group services
A multi-server retrial queue with Batch Markov arrivals and group services
2002,
In this paper, we consider a c -server queuing model in which customers arrive...
Exact buffer overflow calculations for queues via martingales
Exact buffer overflow calculations for queues via martingales
2002,
Let τ n be the first time a queueing process like the queue length or workload...
Matrix product-form solution for a last-come-first-served preemptive resume single-server queue with multiple arrival streams governed by a Markov chain
Matrix product-form solution for a last-come-first-served preemptive resume single-server queue with multiple arrival streams governed by a Markov chain
2002,
This paper considers a stationary single-server queue with multiple arrival streams...
Analysis of a discrete-time queueing system with a single server and heterogeneous Markovian arrivals
Analysis of a discrete-time queueing system with a single server and heterogeneous Markovian arrivals
2002,
We consider a discrete-time queueing system with a single deterministic server,...
A diffusion approximation for a Markovian queue with reneging
A diffusion approximation for a Markovian queue with reneging
2003,
Consider a single-server queue with a Poisson arrival process and exponential...
On Markovian multi-class, multi-server queueing
On Markovian multi-class, multi-server queueing
2003,
Multi-class multi-server queueing problems are a generalisation of the well-known...
On the M/M/1 queue with catastrophes and its continuous approximation
On the M/M/1 queue with catastrophes and its continuous approximation
2003,
For the M/M/ 1 queue in the presence of catastrophes the transition probabilities,...
An infinite-phase quasi-birth-and-death model for the non-preemptive priority M/PH/1 queue
An infinite-phase quasi-birth-and-death model for the non-preemptive priority M/PH/1 queue
2002,
This paper considers a single server queue that handles arrivals from N classes of...
Generalization of discrete-time geometric bounds to convergence rate of Markov processes on ℝn
Generalization of discrete-time geometric bounds to convergence rate of Markov processes on ℝn
2002,
Geometric rates of convergence for reversible discrete-time Markov chains are closely...
Perfect simulation of an inventory model for perishable products
Perfect simulation of an inventory model for perishable products
2002,
We study an inventory model for perishable products with a critical-number ordering...
Can-order policy for the periodic-review joint replenishment problem
Can-order policy for the periodic-review joint replenishment problem
2003,
In this paper we study the stochastic joint replenishment problem. We compare the...
Contraction conditions for average and alpha-discount optimality in countable state Markov games with unbounded rewards
Contraction conditions for average and alpha-discount optimality in countable state Markov games with unbounded rewards
1997,
The goal of this paper is to provide a theory of N-person Markov games with unbounded...
Zero-sum semi-Markov games
Zero-sum semi-Markov games
2002,
This paper deals with Borel state and action spaces zero-sum semi-Markov games under...
Linear programming formulation for optimal stopping problems
Linear programming formulation for optimal stopping problems
2002,
Optimal stopping problems for continuous time Markov processes are shown to be...
Exact transient analysis of a circulant queuing network
Exact transient analysis of a circulant queuing network
2002,
Circulant matrices possess unusual and interesting properties. These properties have...
A note on the rate of convergence to equilibrium for Erlang's model in the subcritical case
A note on the rate of convergence to equilibrium for Erlang's model in the subcritical case
2000,
We derive some asymptotic results for the rate of convergence to equilibrium for the...
A bulk input queueing system with batch gated service and multiple vacation policy
A bulk input queueing system with batch gated service and multiple vacation policy
2001,
This paper generalizes a popular class of a single-server bulk-input-batch-service...
Stability of multiclass queueing networks under first-in-first-out service discipline
Stability of multiclass queueing networks under first-in-first-out service discipline
1997,
In this paper, we first formally identify a first-in first-out (FIFO) fluid network...
The delay of open Markovian queueing networks: Uniform functional bounds, heavy traffic pole multiplicities, and stability
The delay of open Markovian queueing networks: Uniform functional bounds, heavy traffic pole multiplicities, and stability
1997,
For open Markovian queueing networks, we study the functional dependence of the mean...
Papers per page: