Keyword: markov processes

Found 1372 papers in total
Optimal switching among several Brownian motions
Optimal switching among several Brownian motions
1992,
For let be a one-dimensional Brownian motion on the interval with absorption at the...
Structural properties of optimal tool replacement policy in a machining center
Structural properties of optimal tool replacement policy in a machining center
1992,
An optimal tool replacement problem for a machining center in a flexible manufacturing...
Manpower planning models and their estimation
Manpower planning models and their estimation
1991,
Manpower planning models are an essential tool for the modern manager. Such models may...
ATDM with nonindependent sources
ATDM with nonindependent sources
1991,
This paper presents a study of the queueing behaviour of an Asynchronous Time Division...
Measuring performance of integrated air defense networks using stochastic networks
Measuring performance of integrated air defense networks using stochastic networks
1992,
A model reflecting the evolution of an engagement between an integrated air defense...
Delays at fixed-time traffic signals under time-dependent traffic conditions
Delays at fixed-time traffic signals under time-dependent traffic conditions
1990,
Several approximative formulae have been developed in the past for the calculation of...
Recurrence conditions for average and Blackwell optimality in denumerable state Markov decision chains
Recurrence conditions for average and Blackwell optimality in denumerable state Markov decision chains
1992,
In a previous paper Dekker and Hordijk presented an operator theoretical approach for...
Average waiting time of a symmetric polling system under Bernoulli scheduling
Average waiting time of a symmetric polling system under Bernoulli scheduling
1991,
The authors consider a system of multiple queues served in cyclic order by a single...
Asymptotic formulas for Markov processes with applications to simulation
Asymptotic formulas for Markov processes with applications to simulation
1992,
The simulation run length required to achieve desired statistical precision for a...
Equilibrium analysis of skip free Markov chains: Nonlinear matrix equations
Equilibrium analysis of skip free Markov chains: Nonlinear matrix equations
1991,
Nonlinear matrix equations of the form X m F m +ëëë+ XF 1...
The algebraic construction of phase-type distributions
The algebraic construction of phase-type distributions
1991,
A probability distribution of discrete phase-type must have a rational generating...
Identifiability of superpositions of renewal processes
Identifiability of superpositions of renewal processes
1991,
A point process N is given, which is known to be the superposition of two independent...
Chronological influences on the variance of electric power production costs
Chronological influences on the variance of electric power production costs
1992,
The cost of producing electric power at a given time depends on the demand and the set...
Calculation of steady-state probabilities for repair facilities with multiple sources and dynamic return priorities
Calculation of steady-state probabilities for repair facilities with multiple sources and dynamic return priorities
1992,
The authors develop iterative computational formulas for the steady-state...
Optimal stationary policies in the vector-valued Markov decision process
Optimal stationary policies in the vector-valued Markov decision process
1992,
This paper is concerned with the vector-valued Markov decision process and considers...
Brownian motion with a discrete drag coefficient and its analysis in terms of characteristic functionals
Brownian motion with a discrete drag coefficient and its analysis in terms of characteristic functionals
1990,
A functional formalism is presented to determine multi-time statistics of the...
Monotonicity in generalized semi-Markov processes
Monotonicity in generalized semi-Markov processes
1992,
The authors establish stochastic monotonicity of the event epoch sequences of...
Further results in the M/M/1 queue with service interruptions
Further results in the M/M/1 queue with service interruptions
1990,
This paper presents a queueing analysis method for the M/M/1 queue with service...
Identifiability of hidden Markov processes and their minimum degrees of freedom
Identifiability of hidden Markov processes and their minimum degrees of freedom
1990,
The identifiability problem of hidden Markov model is solved in the paper by means of...
On the equivalence of hidden Markov models
On the equivalence of hidden Markov models
1990,
Consider a finite-state Markov chain whose states are not observable directly. Such...
A Markov chain analysis of a computer supported information network system-One approach to a model of building consensus in electronic brainstorming
A Markov chain analysis of a computer supported information network system-One approach to a model of building consensus in electronic brainstorming
1990,
The study of Group Decision Support Systems (GDSS) has matured considerably over the...
A study on the effect of infinitesimal switchover delays on the reliability of a redundant (mixed) system
A study on the effect of infinitesimal switchover delays on the reliability of a redundant (mixed) system
1991,
In this paper, the effect of switchover delays on the reliability of a mixed (cold...
A bivariate model for Markov manpower planning systems
A bivariate model for Markov manpower planning systems
1991,
Markov models are being extensively used for analysis of manpower planning systems....
Performance evaluation of series-parallel systems
Performance evaluation of series-parallel systems
1990,
Performance evaluation of flow-type manufacturing systems is an important issue when...
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