Keyword: markov processes

Found 1372 papers in total
An optimal structured policy for maintenance of partially observable aircraft engine components
An optimal structured policy for maintenance of partially observable aircraft engine components
1998,
This paper considers the maintenance of aircraft engine components that are subject to...
A comparison of alternative approaches for numerical solutions of GI/PH/1 queues
A comparison of alternative approaches for numerical solutions of GI/PH/1 queues
1996,
This paper compares alternative approaches for computing the R matrix of Neuts in...
Convergence of a branching type recursion with non-stationary immigration
Convergence of a branching type recursion with non-stationary immigration
1997,
The asymptotic distribution of a branching type recursion with non-stationary...
Near complete decomposability: Bounding the error by a stochastic comparison method
Near complete decomposability: Bounding the error by a stochastic comparison method
1997,
An aggregation technique of ‘near complete decomposable’ Markovian systems...
Optimal stopping of a risk reserve process with interest and cost rates
Optimal stopping of a risk reserve process with interest and cost rates
1998,
The risk reserve process of an insurance company within a deteriorating...
Local search heuristics for single-machine scheduling with batching to minimize the number of late jobs
Local search heuristics for single-machine scheduling with batching to minimize the number of late jobs
1996,
Local search heuristics are developed for a problem of scheduling jobs on a single...
A hidden Markov model for an inventory system with perishable items
A hidden Markov model for an inventory system with perishable items
1997,
This paper deals with a parametric multi-period integer-valued inventory model for...
Ergodic and light traffic properties of a complex repairable system
Ergodic and light traffic properties of a complex repairable system
1997,
A repairable system is composed of components of I types. A component can be loaded,...
Dynamic type mating
Dynamic type mating
1997,
We address an assembly problem, motivated by flat panel display manufacturing, where...
Using information about machine failures to control flowlines
Using information about machine failures to control flowlines
1997,
We study the problem of using information about the type of machine failures to...
Garbage collection in Chicago: A dynamic scheduling model
Garbage collection in Chicago: A dynamic scheduling model
1997,
We investigate the scheduling of garbage trucks in the city of Chicago. Analysis of...
Some bounds for Markov chains
Some bounds for Markov chains
1997,
In principle it is possible to characterize the long run behavior of any evolutionary...
Markov Decision Processes: Discrete Stochastic Dynamic Programming
Markov Decision Processes: Discrete Stochastic Dynamic Programming
1997,
A K-step look-ahead analysis of Value Iteration algorithms for Markov decision processes
A K-step look-ahead analysis of Value Iteration algorithms for Markov decision processes
1996,
We introduce and analyze a general look-ahead approach for Value Iteration Algorithms...
Spectral expansion solution for some finite capacity queues
Spectral expansion solution for some finite capacity queues
1998,
The spectral expansion method is successfully extended for the steady-state solution...
A finite capacity multi-server multi-queueing priority model with non-renewal input
A finite capacity multi-server multi-queueing priority model with non-renewal input
1998,
We consider a non-preemptive head-of-the-line multi-server multi-queueing priority...
Queueing models with delayed state-dependent service times
Queueing models with delayed state-dependent service times
1996,
In a state-dependent queueing model, the service rate is adjusted at both epochs of...
Optimizing steady state Markov chains by state reduction
Optimizing steady state Markov chains by state reduction
1996,
Many service systems have a parameter which can be changed continuously within a...
Numerical Methods for Stochastic Processes
Numerical Methods for Stochastic Processes
1997,
Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process
Asymptotic optimization of a nonlinear hybrid system governed by a Markov decision process
1997,
We consider in this paper a continuous time stochastic hybrid control system with...
On approximate solutions in convex vector optimization
On approximate solutions in convex vector optimization
1997,
We prove the existence of stationary Blackwell optimal policies in Markov decision...
Experimental results for gradient estimation and optimization of a Markov-chain in steady-state
Experimental results for gradient estimation and optimization of a Markov-chain in steady-state
1992,
Infinitesimal perturbation analysis and the likelihood ratio method have drawn lots of...
Stochastic optimization of discrete-event systems simulation
Stochastic optimization of discrete-event systems simulation
1996,
The Score Function method has been proposed to estimate the gradient of a performance...
Discrete Stochastic Processes
Discrete Stochastic Processes
1997,
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