Keyword: markov processes

Found 1372 papers in total
A partially observable simulation model for quality assurance policies
2000,
This paper presents a simulation model of a partially observable Markov decision...
Analyzing closed Kanban-controlled assembly systems by iterative aggregation–disaggregation
1999,
In recent years, many companies have begun using work-in-process (WIP)-limiting...
Measures of component importance for Markov chain imbeddable reliability structures
1999,
In this article we study the reliability importance of the components for the wide...
Modeling and analysis of vessel casualties resulting from tanker traffic through narrow waterways
1999,
In this paper, we present a physics-based stochastic model to investigate vessel...
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
1999,
In this paper we extend standard dynamic programming results for the risk sensitive...
Average cost per unit time control of discrete time unreliable manufacturing systems with Markov demand
1999,
In the paper a discrete time manufacturing system consisting of a machine that...
A new look at the 3:1 rule of combat through Markov Stochastic Lanchester models
1999,
The 3:1 rule of combat states that in order that for the attacker to win the battle,...
Solving semi-Markov decision problems using average reward reinforcement learning
1999,
A large class of problems of sequential decision making under uncertainty, of which...
A benchmark approach for baseball evaluation
1999,
This research proposes a new analytical approach for baseball evaluation, referred to...
Dynamic flow control in two parallel queues with service interruptions
1999,
We consider two parallel M/M/1 queues. The server to one of the queues is subject to...
The infinite horizon non-stationary stochastic inventory problem: Near myopic policies and weak ergodicity
1999,
In this paper we consider a periodic review dynamic inventory problem with...
A stochastic inventory model with perishable and ageing items
1999,
In this paper, we propose a single-product, discrete time inventory model for...
Optimality of state-dependent (s,S) policies in inventory models with Markov-modulated demand and lost sales
1999,
Markov-modulated processes have been used in stochastic inventory models with setup...
Point and expected interval availability analysis with stationarity detection
1999,
Interval availability is a dependability measure defined by the fraction of time...
A comparison of heuristic algorithms for flow shop scheduling problems with setup times and limited batch size
1999,
In this paper, we propose different heuristic algorithms for flow shop scheduling...
The effects of cross-ruff coupons on sales and profits
1998,
Cross-ruff coupons are obtained at the time of purchase of a carrier brand and may be...
Hierarchical Bayes methods for multifactor model estimation and portfolio selection
1998,
The factor model is an important construct for both portfolio managers and researchers...
Tree diversity, landscape diversity, and economics of maple–birch forests: Implications of Markovian models
1998,
Markov decision process (MDP) models were effective in analyzing forest management...
Discrete time multi-class feedback queue with vacations and close-time under random order of service discipline
1998,
We study a discrete-time single server priority queueing model with vacations under...
Symbolic moment calculation for the sojourn time in M/G/1 queues with Bernoulli feedback
1999,
In queueing systems with feedback of output customers, the time spent by a customer in...
A relatively quick way to simulate local random processes on a lattice
1998,
A class of Markov processes in continuous time, with local transition rules, acting on...
Performance analysis of End-to-End Go-Back-N ARQ protocols over tandem links
1998,
We analyze the performance of two types of Positive-ACK Go-Back-N ARQ protocols (with...
Performance evaluation of packet reservation multiple access with an adaptive array
1998,
For local wireless communications, the packet reservation multiple access (PRMA)...
The elimination algorithm for the problem of optimal stopping
1999,
We present a new algorithm for solving the optimal stopping problem. The algorithm is...
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