Keyword: markov processes

Found 1372 papers in total
Three different operations research models for the same (s, S) policy
Three different operations research models for the same (s, S) policy
2001,
Operations Research techniques are usually presented as distinct models. Difficult as...
A discrete-time Markov production–inventory model with machine breakdowns
A discrete-time Markov production–inventory model with machine breakdowns
2001,
A machine produces an item at a constant rate, which is assumed to be greater than the...
Perturbation of linear quadratic systems with jump parameters and hybrid controls
Perturbation of linear quadratic systems with jump parameters and hybrid controls
2000,
We consider the problem of the perturbation of a class of linear-quadratic...
Nonzero-sum non-stationary discounted Markov game model
Nonzero-sum non-stationary discounted Markov game model
2000,
The goal of this paper is provide a theory of K -person non-stationary Markov games...
Steady-state distributions of parallel queues
Steady-state distributions of parallel queues
2001,
This paper is concerned with the steady-state probability distributions for a...
Determining optimal advertising strategies: A Markov decision model approach
Determining optimal advertising strategies: A Markov decision model approach
1996,
This study falls in the class of models in which advertising wearout and the...
Approximations of general discrete time queues by discrete time queues with arrivals modulated by finite chains
Approximations of general discrete time queues by discrete time queues with arrivals modulated by finite chains
1997,
Recently, Asmussen and Koole showed that any discrete or continuous time marked point...
Light traffic approximations for regenerative queueing processes
Light traffic approximations for regenerative queueing processes
1997,
We consider a regenerative queueing process that is (partially) generated by an...
A BMAP/SM/1 queuing system with Markovian arrival input of disasters
A BMAP/SM/1 queuing system with Markovian arrival input of disasters
1999,
Disaster arrival in a queuing system with negative arrivals causes all customers to...
The stationary distribution of a Markovian process arising in the theory of multiserver retrial queueing system
The stationary distribution of a Markovian process arising in the theory of multiserver retrial queueing system
1999,
In this paper, we introduce a bivariate Markov process {X(t), t [≥] 0} = {(C(t),...
Markov models with retrials: The calculation of stationary performance measures based on the concept of truncation
Markov models with retrials: The calculation of stationary performance measures based on the concept of truncation
1999,
An algorithm of optimal calculation of stationary performance measures of Markov...
A BMAP/SM/1 queue with service times depending on the arrival process
A BMAP/SM/1 queue with service times depending on the arrival process
1999,
We study a BMAP/SM/1 queue with batch Markov arrival process input and semi-Markov...
A highly efficient Monte Carlo method for assessment of system reliability based on a Markov model
A highly efficient Monte Carlo method for assessment of system reliability based on a Markov model
1999,
This paper proposes a Monte Carlo procedure for evaluating the reliability of a system...
Functional estimation for a multicomponent age replacement model
Functional estimation for a multicomponent age replacement model
1999,
We consider a multicomponent system with identical components subject to failures,...
Bounded normal approximation in simulations of highly reliable Markovian systems
Bounded normal approximation in simulations of highly reliable Markovian systems
1999,
In this paper, we give necessary and sufficient conditions to ensure the validity of...
The fundamental matrix for a certain random walk
The fundamental matrix for a certain random walk
1999,
Consider the random walk {S n } whose summands have the distribution P(X = 0) = 1...
Discrete-time minimax production planning for manufacturing systems
Discrete-time minimax production planning for manufacturing systems
2000,
This paper deals with the production planning problem for discrete-time manufacturing...
Generic Markov models for availability estimation and failure characterization in petroleum refineries
Generic Markov models for availability estimation and failure characterization in petroleum refineries
2001,
Chemical process plant decision making is ongoing during operation based upon...
A control-limit policy and software for condition-based maintenance optimization
A control-limit policy and software for condition-based maintenance optimization
2001,
The focus of the paper is the optimization of condition-based maintenance decisions...
Performance-based incentives in a dynamic principal–agent model
Performance-based incentives in a dynamic principal–agent model
2000,
The principal–agent paradigm, in which a principal has a primary stake in the...
Simplifying optimal strategies in stochastic games
Simplifying optimal strategies in stochastic games
1998,
We deal with zero-sum limiting average stochastic games. We show that the existence of...
Restless bandits, linear programming relaxations, and a primal–dual index heuristic
Restless bandits, linear programming relaxations, and a primal–dual index heuristic
2000,
We develop a mathematical programming approach for the classical PSPACE-hard restless...
Infinite linear programming and multichain Markov control processes in uncountable spaces
Infinite linear programming and multichain Markov control processes in uncountable spaces
1998,
In this paper we use infinite linear programming to study Markov control processes in...
Continuity of optimal values and solutions for control of Markov chains with constraints
Continuity of optimal values and solutions for control of Markov chains with constraints
2000,
We consider in this paper constrained Markov decision processes. This type of control...
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