Keyword: markov processes

Found 1372 papers in total
Detection of a Markovian target with optimization of the search efforts under generalized linear constraints
Detection of a Markovian target with optimization of the search efforts under generalized linear constraints
2002,
This paper deals with search for a target following a Markovian movement or a...
Availability of continuous service and computing long-run mean time between failures and reliability for Markov systems
Availability of continuous service and computing long-run mean time between failures and reliability for Markov systems
2001,
Steady-state availability has long been a popular descriptor of effectiveness for...
Cooperative advertising in a marketing channel
Cooperative advertising in a marketing channel
2001,
This paper examines dynamic advertising and promotion strategies in a marketing...
Characteristics of good meta-heuristic algorithms for the frequency assignment problem
Characteristics of good meta-heuristic algorithms for the frequency assignment problem
2001,
Most writers on frequency assignment algorithms have described the details of a single...
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards – an alternative approach
Existence of optimal stationary policies in finite dynamic programs with nonnegative rewards – an alternative approach
2001,
This article concerns Markov decision chains with finite state and action spaces, and...
Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
2002,
This paper evaluates the small and large sample properties of Markov chain...
Comparison of queues with different discrete-time arrival processes
Comparison of queues with different discrete-time arrival processes
2001,
Traveling times in a first in first out (FIFO)-stochastic event graph are compared in...
On the comparison of queueing systems with their fluid limits
On the comparison of queueing systems with their fluid limits
2001,
In this article, we study a method to compare queueing systems and their fluid limits....
Markov modulated fluid queues with batch fluid arrivals
Markov modulated fluid queues with batch fluid arrivals
2001,
In the conventional Markov modulated fluid queue, the buffer content process has a...
Play it again, Sam? Optimal replacement policies for a motion picture exhibitor
Play it again, Sam? Optimal replacement policies for a motion picture exhibitor
2001,
Every week, motion picture exhibitors must decide whether to keep or replace the...
A probabilistic local majority polling game on weighted directed graphs with an application to the distributed agreement problem
A probabilistic local majority polling game on weighted directed graphs with an application to the distributed agreement problem
2000,
In this paper, we investigate a probabilistic local majority polling game on weighted...
A multiserver retrial queueing system with batch Markov arrival process
A multiserver retrial queueing system with batch Markov arrival process
2001,
A sufficient condition for a BMAP/M/N system to have a stationary state probability...
The MAP|GN|1|1 queueing system with two special service disciplines
The MAP|GN|1|1 queueing system with two special service disciplines
2001,
Single-server queueing systems with Markov flow of customers, one waiting place, and...
An investment decision model with the survival probability criterion and its numerical solutions: The finite horizon case
An investment decision model with the survival probability criterion and its numerical solutions: The finite horizon case
2002,
This paper studies a finite horizon investment decision model. Suppose that an...
Challenging problems on the perturbation of Drazin inverse
Challenging problems on the perturbation of Drazin inverse
2001,
In order to estimate error bounds on the computed Drazin inverse of a matrix, we need...
The relations among the queue size distributions at departure, arbitrary and pre-arrival epochs in the MAP/G/1 queue with finite/infinite buffer – an alternative approach
The relations among the queue size distributions at departure, arbitrary and pre-arrival epochs in the MAP/G/1 queue with finite/infinite buffer – an alternative approach
2001,
In this paper we consider a single server finite buffer queue wherein arrivals are...
Analysis of two commodity Markovian inventory system with lead time
Analysis of two commodity Markovian inventory system with lead time
2001,
A two commodity continuous review inventory system with independent Poisson processes...
Stability in queues with impatient customers
Stability in queues with impatient customers
2001,
This paper deals with GI/G/1 queueing systems with impatient customers that have...
Approximations for the departure process of the GI/G/1 queue with Markov-modulated arrivals
Approximations for the departure process of the GI/G/1 queue with Markov-modulated arrivals
2001,
The interarrival time random variables at the nodes of queueing networks are typically...
Computation of a near-optimal service policy for a single-server queue with homogeneous jobs
Computation of a near-optimal service policy for a single-server queue with homogeneous jobs
2001,
We present an algorithm for computing a near-optimal service policy for a...
The moments of the area under reflected Brownian bridge conditional on its local time at zero
The moments of the area under reflected Brownian bridge conditional on its local time at zero
2000,
This paper develops a recursion formula for the conditional moments of the area under...
On the local time density of the reflecting Brownian bridge
On the local time density of the reflecting Brownian bridge
2000,
Expressions for the multi-dimensional densities of Brownian bridge local time are...
A (T,S) inventory/production system with limited production capacity and uncertain demands
A (T,S) inventory/production system with limited production capacity and uncertain demands
1999,
We consider a single-item, single-location, ( T,S ) inventory/production model with...
Computational algorithms for modeling unreliable manufacturing systems based on Markovian property
Computational algorithms for modeling unreliable manufacturing systems based on Markovian property
2001,
Performance measure is a critical factor used to judge the effectiveness of a system....
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