Keyword: markov processes

Found 1372 papers in total
Soft Operational Research OR and a Markov model help plan a psychogeriatric service
Soft Operational Research OR and a Markov model help plan a psychogeriatric service
1994,
This paper describes and evaluates the development of a Markov chain model to assist...
Rate of convergence of empirical measures and costs in controlled Markov chains and transient optimality
Rate of convergence of empirical measures and costs in controlled Markov chains and transient optimality
1994,
The purpose of this paper is two fold. First, bounds on the rate of convergence of...
Covariance structure of interrupted Markov modulated poisson process
Covariance structure of interrupted Markov modulated poisson process
1993,
The paper considers the covariance structure of an interrupted Markov modulated...
On comparison of accuracy of approximations in the cross aggregation method
On comparison of accuracy of approximations in the cross aggregation method
1994,
The cross aggregation method was developed to get approximate values of stationary...
Cost characteristics of system service with input controlled by Markov chain
Cost characteristics of system service with input controlled by Markov chain
1993,
The paper presents the definitions and calculations related to the limit cost...
Maintenance decision support: Analysing crankcase lubricant condition by Markov process modelling
Maintenance decision support: Analysing crankcase lubricant condition by Markov process modelling
1994,
The probabilistic changes in certain measurable physical parameters of a lubricant are...
Control policies for two-stage, pull-type production/inventory systems with constrained average cost criterion
Control policies for two-stage, pull-type production/inventory systems with constrained average cost criterion
1994,
The authors consider a two-stage, pull-type production/inventory system with a known...
Markov-perfect equilibria in intergenerational games with consistent preferences
Markov-perfect equilibria in intergenerational games with consistent preferences
1993,
This paper considers the subgame-perfect equilibria, in Markov strategies, of an...
Likelihood ratio sensitivity analysis for Markovian models of highly dependable systems
Likelihood ratio sensitivity analysis for Markovian models of highly dependable systems
1994,
This paper discusses the application of the likelihood ratio gradient estimator to...
On the queue with PH-Markov renewal preemptions
On the queue with PH-Markov renewal preemptions
1993,
Analysis of the completion time of a service unit with PH- Markov renewal preemptions...
On discrete-time single-server queues with Markov modulated batch Bernoulli input and finite capacity
On discrete-time single-server queues with Markov modulated batch Bernoulli input and finite capacity
1993,
This paper investigates a discrete-time system with Markov modulated batch Bernoulli...
Optimal expulsion control-A dual approach to admission control of an ordered-entry system
Optimal expulsion control-A dual approach to admission control of an ordered-entry system
1993,
In this paper the authors obtain the optimal admission control policy for a...
Return-state independent quantities in regenerative simulation
Return-state independent quantities in regenerative simulation
1994,
An important parameter of the regenerative method of simulation output analysis is the...
Monotonicity and stability of periodic polling models
Monotonicity and stability of periodic polling models
1994,
This paper deals with the stability of periodic polling models with a mixture of...
Importance sampling for the simulation of highly reliable Markovian systems
Importance sampling for the simulation of highly reliable Markovian systems
1994,
The paper investigates importance sampling techniques for the simulation of Markovian...
A bivariate Markov process with diffusion and discrete components
A bivariate Markov process with diffusion and discrete components
1994,
Let ( X(t),Y(t)) be a homogeneous Markov process assuming values in R×S, where S...
Analysis of a two-class priority queue with Bernoulli schedules
Analysis of a two-class priority queue with Bernoulli schedules
1992,
The paper presents a multi-class priority queue with Bernoulli schedules which is...
A queueing system with random server capacity and multiple control
A queueing system with random server capacity and multiple control
1993,
The authors studying queueing, input and output processes in a queueing system with...
Transient analysis of a two-unit standby system with Markovian degrading units
Transient analysis of a two-unit standby system with Markovian degrading units
1994,
A two-unit cold standby system with Markovian degrading units and one repair facility...
Numerical analysis of a discrete-time finite capacity queue with a burst arrival
Numerical analysis of a discrete-time finite capacity queue with a burst arrival
1994,
The paper studies a discrete-time, multi-server, finite capacity queue with a burst...
A Finch-Foster duality between ‘pull’ and ‘push’ production systems
A Finch-Foster duality between ‘pull’ and ‘push’ production systems
1994,
This paper views ‘push’ and ‘pull’ production systems as...
Stochastic analysis of cyclic schedules
Stochastic analysis of cyclic schedules
1993,
A cyclic schedule is a sequence of tasks on a set of machines that is repeated...
Risk theory in a stochastic economic environment
Risk theory in a stochastic economic environment
1993,
The paper introduces a general model to describe the risk process of an insurance...
An aid for strategic marketing in the banking industry: A Markov analysis
An aid for strategic marketing in the banking industry: A Markov analysis
1994,
This study illustrates the use of Markov analysis as a strategic planning method in...
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