Keyword: markov processes

Found 1372 papers in total
Sequential and systematic sampling plans for the Markov-dependent production process
Sequential and systematic sampling plans for the Markov-dependent production process
2001,
Acceptance sampling plans are used to assess the quality of an ongoing production...
An application of yield management for Internet service providers
An application of yield management for Internet service providers
2001,
In this paper we study strategies for better utilizing the network capacity of...
Probability of breakdown at freeway merges using Markov chains
Probability of breakdown at freeway merges using Markov chains
2001,
The objective of this paper is to review our recent research completed on the...
Improved dynamic programming methods for optimal control of lumped-parameter stochastic systems
Improved dynamic programming methods for optimal control of lumped-parameter stochastic systems
2001,
New dynamic programming methods are developed to solve stochastic control problems...
Computing moments of the exit time distribution for Markov processes by linear programming
Computing moments of the exit time distribution for Markov processes by linear programming
2001,
We provide a new approach to the numerical computation of moments of the exit time...
Analysis of the US business cycle with a Vector-Markov-switching model
Analysis of the US business cycle with a Vector-Markov-switching model
2001,
This paper identifies turning points for the US ‘business cycle’ using...
Modelling curling as a Markov process
Modelling curling as a Markov process
2001,
Markov processes have been used to model a variety of sports such as football, jai...
The infinite horizon non-stationary stochastic multi-echelon inventory problem and near-myopic policies
The infinite horizon non-stationary stochastic multi-echelon inventory problem and near-myopic policies
2001,
A dynamic multi-echelon inventory problem with nonstationary demands is studied in...
Generalization of the Viterbi algorithm
Generalization of the Viterbi algorithm
1992,
The Viterbi algorithm, derived using dynamic programming techniques, is a maximum a...
Matrix analytic methods for a multi-server retrial queue with buffer
Matrix analytic methods for a multi-server retrial queue with buffer
1999,
We present numerical methods for obtaining the stationary distribution of states for...
BMAP|SM|1 model with Markov modulated retrials
BMAP|SM|1 model with Markov modulated retrials
1999,
This paper deals with the single server queueing system with a Batch Markovian Arrival...
Application of Markov chains in production decision-making
Application of Markov chains in production decision-making
2000,
By use of Markov chains, this paper presents a mathematical model of decision-making...
An impulse control problem of a production model with interruptions to follow stochastic demand
An impulse control problem of a production model with interruptions to follow stochastic demand
2001,
The paper deals with the stochastic optimal intervention problem which arises in a...
Simultaneous optimisation of test and maintenance intervals of given components using non-homogeneous semi-Markov models
Simultaneous optimisation of test and maintenance intervals of given components using non-homogeneous semi-Markov models
2001,
A model was developed for simultaneous optimisation of test and maintenance intervals...
Expansion formulae for characteristics of cumulative cost in finite horizon production models
Expansion formulae for characteristics of cumulative cost in finite horizon production models
2001,
We consider the expected value and the tail probability of cumulative shortage and...
Comparisons of nonhomogeneous Poisson process software reliability models and its applications
Comparisons of nonhomogeneous Poisson process software reliability models and its applications
2000,
In this paper, existing software reliability models based on an nonhomogeneous Poisson...
The origins of dynamic inventory modelling under uncertainty (the men, their work and connection with the Stanford Studies)
The origins of dynamic inventory modelling under uncertainty (the men, their work and connection with the Stanford Studies)
2001,
This paper has a double purpose. First, it provides a historical analysis of the...
The development and evaluation of CUSUM-based control charts for an AR(1) process
The development and evaluation of CUSUM-based control charts for an AR(1) process
1998,
An important component of the quality program of many manufacturing operations is the...
k-out-of-n: G system with repair: The D-policy
k-out-of-n: G system with repair: The D-policy
2001,
In this paper we consider a k -out-of- n : G system with repair under D -policy....
Transient analysis of interval availability for repairable systems modelled by finite semi-Markov processes
Transient analysis of interval availability for repairable systems modelled by finite semi-Markov processes
1995,
Let the semi-Markov process Y = (Y t : t ∈ [0, ∞ )) be the model of a...
Performance measures of a make-to-order inventory–production system
Performance measures of a make-to-order inventory–production system
2000,
This paper develops two algorithms for computing the average total cost per product...
Semi-Markov models for human-resource modelling
Semi-Markov models for human-resource modelling
1992,
For human-resource modelling, models of wastage – such as the lognormal model...
The prediction and control of project duration: A recursive model
The prediction and control of project duration: A recursive model
2001,
Most large projects overrun. This indicates that current planning and control systems...
Markovian depreciation
Markovian depreciation
1993,
This paper uses contemporary developments in capital theory to formulate the...
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