Keyword: markov processes

Found 1372 papers in total
An integer solution heuristic for the arsenal exchange model
1998,
Air Force Studies and Analyses Agency (AFSAA) was using the Arsenal Exchange Model...
Average cost dynamic programming equations for controlled Markov chains with partial observations
2000,
The value function for the average cost control of class of partially observed Markov...
O(n3) noniterative heuristic algorithm for linear programs with error-free implementation
2000,
We present an O(n 3 ) noniterative heuristic algorithm and describe an implementation...
Structuring product development processes
2001,
This paper proposes operational frameworks for structuring product development...
Cash management in a randomly varying environment
2001,
We study a cash management system, in which the distribution of the cash flow X n in...
Variable wager HI-LO: A stochastic dynamic programming analysis
2001,
Variants on the HI-LO gaming problem are analysed from a stochastic dynamic...
Modelling a traffic network with missing data
2000,
Whitlock and Queen developed a dynamic graphical model for forecasting traffic flows...
Controlling multi-reservoir systems
2001,
The paper extends the results of the form of the optimal policy for a hydroelectric...
A sequencing method in group decision-making based on Markov chain
2000,
The paper proves that the social collective axioms such as completeness, Pareto...
The repairable queue MAP/PH(M/PH)/2 with interdependent repairs
2000,
This paper gives a detailed analysis of a repairable queueing system MAP/PH(M/PH)/2...
A stochastic model of a reconfigurable manufacturing system. Part 4: Performance measure
2001,
Various products required by customers are classified into several product families,...
The marriage of linear programming and partially observable Markov decision processes: Optimization with Imperfect Information
2000,
A new technique for solving large-scale allocation problems with partially observable...
Nearly optimal policies in risk-sensitive positive dynamic programming on discrete spaces
2000,
This note concerns Markov decision processes on a discrete state space. It is supposed...
A regenerative cycle approach to an M/G/1 queue with exceptional service
2000,
We are concerned with an M/G/ 1 queue in which service time distributions in each busy...
On a study of the exponential and Poisson characteristics of the Poisson process
1999,
Based on the exponential and Poisson characteristics of the Poisson process, in this...
A simple suboptimal algorithm for system maintenance under partial observability
1999,
We suggest a heuristic solution procedure for Partially Observable Markov Decision...
Throughput-dependent periodic maintenance policies for general production units
1999,
A Markov decision model is presented to determine the optimal maintenance policy for a...
Selecting a quality control attribute sample: An information-economics method
1999,
The information-economics approach to assessing the value of information is different...
A general model for consecutive-k-out-of-n:F repairable system with exponential distribution and (k−1)-step Markov dependence
2001,
In this paper, a general model for consecutive- k -out-of- n : F repairable system...
Study on production variance of flow line with repairable machines and finite buffers
2000,
The model this paper deals with is a flow line of two machines. By means of structured...
A linear programming approach to stability, optimisation and performance analysis for Markovian multiclass queueing networks
1999,
Our object of study is a multiclass queueing network which consists of a collection of...
Almost optimal policies for stochastic systems which almost satisfy conservation laws
1999,
When controlled stochastic systems have performances which satisfy generalised...
Optimal control of service for facilities holding inventory
2001,
This paper addresses the problem of optimally controlling service rates for an...
A perishable inventory system with modified (S – 1,S) policy and arbitrary processing times
2001,
In this article we analyze a lost sales ( S – 1, S ) perishable system, under...
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