Keyword: markov processes

Found 1372 papers in total
Optimal production run length for products sold with warranty
Optimal production run length for products sold with warranty
2000,
This article studies the optimal production run length for a deteriorating production...
A mathematical model for a buffered two-stage manufacturing cell with an unreliable transfer device
A mathematical model for a buffered two-stage manufacturing cell with an unreliable transfer device
2000,
In this paper, a mathematical model is developed for a manufacturing cell of two...
On the distribution of the number of successes in fourth- or lower-order Markovian trials
On the distribution of the number of successes in fourth- or lower-order Markovian trials
2000,
This paper presents an algorithm which may be used to compute the distribution of the...
Quasi-Feller Markov chains
Quasi-Feller Markov chains
2000,
We consider the class of Markov kernels for which the weak or strong Feller property...
Dynamic programming in cricket: Protecting the weaker batsman
Dynamic programming in cricket: Protecting the weaker batsman
1998,
A simple Dynamic Programming model of cricket is presented. The state is the facing...
A Markov chain approach to baseball
A Markov chain approach to baseball
1997,
Most earlier mathematical studies of baseball required particular models for advancing...
Optimal strategies in a class of zero-sum ergodic stochastic games
Optimal strategies in a class of zero-sum ergodic stochastic games
1999,
In this paper we study zero-sum stochastic games with Borel state spaces. We make some...
Optimal sequential backup strategy under constrained resources
Optimal sequential backup strategy under constrained resources
1999,
When we construct a program by using a computer, we sometimes interrupt to work and...
General purpose heuristics for integer programming – Part II
General purpose heuristics for integer programming – Part II
1997,
In spite of the many special purpose heuristics for specific classes of integer...
Improved large-step Markov chain variants for the symmetric TSP
Improved large-step Markov chain variants for the symmetric TSP
1997,
The large-step Markov chain (LSMC) approach is the most effective known heuristic for...
Sequencing and scheduling N customers for a stochastic server
Sequencing and scheduling N customers for a stochastic server
1999,
In this paper, we study the problem of sequencing and scheduling N customers for a...
Estimating the conditional mode of a stationary stochastic process from noisy observations
Estimating the conditional mode of a stationary stochastic process from noisy observations
1999,
Let {( X i , Y i )}, i ≥ 1, be a strictly stationary process from noisy...
Modelling and analysis of M/Ga,b/1/N queue – A simple alternative approach
Modelling and analysis of M/Ga,b/1/N queue – A simple alternative approach
1999,
In this paper, we consider a single-server finite-capacity queue with general bulk...
Optimal trajectory to overflow in a queue fed by a large number of sources
Optimal trajectory to overflow in a queue fed by a large number of sources
1999,
We analyse the deviant behaviour of a queue fed by a large number of traffic streams....
A fluid queue driven by a Markovian queue
A fluid queue driven by a Markovian queue
1999,
We consider an infinite buffer fluid queue receiving its input from the output of a...
Loss probability in a finite discrete-time queue in terms of the steady state distribution of an infinite queue
Loss probability in a finite discrete-time queue in terms of the steady state distribution of an infinite queue
1999,
We consider a discrete-time single-server queue with arrivals governed by a stationary...
A stability criterion via fluid limits and its application to a polling system
A stability criterion via fluid limits and its application to a polling system
1999,
We introduce a generalized criterion for the stability of Markovian queueing systems...
Recurrence and transience properties of some neural networks: An approach via fluid limit models
Recurrence and transience properties of some neural networks: An approach via fluid limit models
1999,
The subject of the paper is the stability analysis of some neural networks consisting...
Perfect simulation of some point processes for the impatient user
Perfect simulation of some point processes for the impatient user
1999,
Recently Propp and Wilson have proposed an algorithm, called coupling from the past...
Markov chain Monte Carlo simulation of the distribution of some perpetuities
Markov chain Monte Carlo simulation of the distribution of some perpetuities
1999,
We study the present value Z ∞ = ∫ ∞ 0 e −X t− dY t...
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
Tail probabilities for non-standard risk and queueing processes with subexponential jumps
1999,
A well-known result on the distribution tail of the maximum of a random walk with...
Spatial Delaunay Gibbs point processes
Spatial Delaunay Gibbs point processes
1999,
This paper studies two types of Delaunay Gibbs point processes originally introduced...
A periodic review inventory model with demand influenced by promotion decisions
A periodic review inventory model with demand influenced by promotion decisions
1999,
In this paper, we use a Markov decision process (MDP) to model the joint...
Optimal inventory control policy subject to different selling prices of perishable commodities
Optimal inventory control policy subject to different selling prices of perishable commodities
1999,
In this paper, we propose a perishable inventory model with consideration of different...
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