Keyword: markov processes

Found 1372 papers in total
An optimal maintenance model for a combination of secondhand–new or outdated–updated system
An optimal maintenance model for a combination of secondhand–new or outdated–updated system
1999,
In this paper, we study a general maintenance model. Assume that at the beginning, a...
The general behavior of pull production systems: The allocation problems
The general behavior of pull production systems: The allocation problems
1999,
The design of tandem production systems has been well studied in the literature with...
Control of an assembly system with processing time and subassembly-type uncertainty
Control of an assembly system with processing time and subassembly-type uncertainty
1999,
We address the problem of controlling an assembly system in which the processing times...
Large deviations, moderate deviations, and queues with long-range dependent input
Large deviations, moderate deviations, and queues with long-range dependent input
1999,
Long-range dependence has been recently asserted to be an important characteristic in...
Non-discounted optimal policies in controlled Markov set-chains
Non-discounted optimal policies in controlled Markov set-chains
1999,
This paper develops interval techniques for studying non-homogeneous Markov decision...
On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals
On the relationship between queue lengths at a random instant and at a departure in the stationary queue with BMAP arrivals
1998,
This paper considers the queue length distributions at a random point in time and at a...
Simulated annealing for discrete optimization with estimation
Simulated annealing for discrete optimization with estimation
1999,
We extend the basic convergence results for the Simulated Annealing (SA) algorithm to...
Exact solution of the Bellman equation for a β-discounted reward in a two-armed bandit with switching arms
Exact solution of the Bellman equation for a β-discounted reward in a two-armed bandit with switching arms
1999,
We consider the symmetric Poissonian two-armed bandit problem. For the case of...
Nearly optimal stationary policies in negative dynamic programming
Nearly optimal stationary policies in negative dynamic programming
1999,
This work concerns controlled Markov chains with denumerable state space and discrete...
Calculating the loss probability in a BMAP/G/1/N+1 queue
Calculating the loss probability in a BMAP/G/1/N+1 queue
1996,
In this paper a simple and accurate approximation is discussed for the loss...
Fluid flow models with state-dependent service rate
Fluid flow models with state-dependent service rate
1997,
Fluid-flow models with Markov-modulated source are widely used to describe queueing...
Fluid queues and mountain processes
Fluid queues and mountain processes
1999,
This paper is devoted to the analysis of a fluid queue with a buffer content that...
Bounds for fluid models driven by semi-Markov inputs
Bounds for fluid models driven by semi-Markov inputs
1999,
In this paper we consider an infinite buffer fluid model whose input is driven by...
Effective bandwidths for Markov regenerative sources
Effective bandwidths for Markov regenerative sources
1996,
In this paper we consider the multiplexing of independent stochastic fluid sources...
On the estimation of mixing coefficients for a multiphase service system
On the estimation of mixing coefficients for a multiphase service system
1997,
We consider a multiphase service system with a Poisson input flow. Its intensity...
Some structural properties of a Markovian storage/production system
Some structural properties of a Markovian storage/production system
1997,
We consider a storage/production system with state-dependent production rate and...
Asymptotic analysis of the M/G/1 queue with a time-dependent arrival rate
Asymptotic analysis of the M/G/1 queue with a time-dependent arrival rate
1997,
We consider the M / G /1 queue with an arrival rate λ that depends weakly upon...
Control and recovery from rare congestion events in a large multi-server system
Control and recovery from rare congestion events in a large multi-server system
1997,
We develop deterministic fluid approximations to describe the recovery from rare...
The joint distribution of sojourn times for a customer traversing an overtake-free series of queues: The discrete time case
The joint distribution of sojourn times for a customer traversing an overtake-free series of queues: The discrete time case
1997,
We investigate a cycle of Bernoulli servers in discrete time. We show that the joint...
Stochastic limit laws for schedule makespans
Stochastic limit laws for schedule makespans
1996,
A basic multiprocessor version of the makespan scheduling problem requires that n...
Asynchronous transfer mode traffic modeling with Markov renewal process and performance analysis
Asynchronous transfer mode traffic modeling with Markov renewal process and performance analysis
1999,
In order to build and manage an ATM network effectively under several types of control...
Decision analysis by augmented probability simulation
Decision analysis by augmented probability simulation
1999,
We provide a generic Monte Carlo method to find the alternative of maximum expected...
Stochastic models for inventory management at service facilities
Stochastic models for inventory management at service facilities
1999,
We consider a facility that provides service to customers using items of inventory....
Variance of the output as a function of time: Production line dynamics
Variance of the output as a function of time: Production line dynamics
1999,
We consider Markovian models of discrete materials flow production systems. The...
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