Keyword: markov processes

Found 1372 papers in total
Stochastic modeling and optimization of garbage collection algorithms in solid-state drive systems
Stochastic modeling and optimization of garbage collection algorithms in solid-state drive systems
2014,
Markov chains and mean‐field analysis are powerful tools and widely used for...
Exact analysis of the M/M/k/setup class of Markov chains via recursive renewal reward
Exact analysis of the M/M/k/setup class of Markov chains via recursive renewal reward
2014,
The M/M/k/setup model, where there is a penalty for turning servers on, is common in...
Portfolio optimization in a regime-switching market with derivatives
Portfolio optimization in a regime-switching market with derivatives
2014,
We consider the optimal asset allocation problem in a continuous‐time...
Reliability evaluation of generalized phased-mission systems with repairable components
Reliability evaluation of generalized phased-mission systems with repairable components
2014,
This paper evaluates the reliability of phased‐mission systems considering both...
Using a partially observable Markov chain model to assess colonoscopy screening strategies ‐ A cohort study
Using a partially observable Markov chain model to assess colonoscopy screening strategies ‐ A cohort study
2014,
Colorectal cancer (CRC) is notoriously hard to combat for its high incidence and...
An adaptive regime-switching regression model for hedge funds
An adaptive regime-switching regression model for hedge funds
2014,
We propose a switching regression model for hedge funds to capture the characteristics...
Discovering a junction tree behind a Markov network by a greedy algorithm
Discovering a junction tree behind a Markov network by a greedy algorithm
2013,
In our paper (2012) we introduced a special kind of k −1‐width junction...
On generalized start‐up demonstration tests
On generalized start‐up demonstration tests
2014,
Start‐up demonstration tests and various extensions have been discussed, in...
Reliability measures for two‐part partition of states for aggregated Markov repairable systems
Reliability measures for two‐part partition of states for aggregated Markov repairable systems
2014,
Three models for the aggregated stochastic processes based on an underlying...
Interval reliability for aggregated Markov repairable system with repair time omission
Interval reliability for aggregated Markov repairable system with repair time omission
2014,
In this paper, Markov models of repairable systems with repair time omission are...
Single item inventory control under periodic review and a minimum order quantity
Single item inventory control under periodic review and a minimum order quantity
2011,
In this paper we study a periodic review single item single stage inventory system...
Inventory control in a two‐echelon dual‐channel supply chain with setup of production and delivery
Inventory control in a two‐echelon dual‐channel supply chain with setup of production and delivery
2011,
This paper considers a two‐echelon dual‐channel supply chain model with...
Availability maximization under partial observations
Availability maximization under partial observations
2013,
In this paper, we propose a new model for availability maximization under partial...
Continuous‐time Markov chain models to estimate the premium for extended hedge fund lockups
Continuous‐time Markov chain models to estimate the premium for extended hedge fund lockups
2013,
A lockup period for investment in a hedge‐fund is a time period after making...
An M/G/1 Bernoulli feedback retrial queueing system with negative customers
An M/G/1 Bernoulli feedback retrial queueing system with negative customers
2013,
A single server retrial queue with negative customers and two types of Bernoulli...
The robustness of scheduling policies in multi‐product manufacturing systems with sequence‐dependent setup times and finite buffers
The robustness of scheduling policies in multi‐product manufacturing systems with sequence‐dependent setup times and finite buffers
2012,
In this paper, a continuous time Markov chain model is introduced to study...
A variable parameter Shewhart control scheme for joint monitoring of process mean and variance
A variable parameter Shewhart control scheme for joint monitoring of process mean and variance
2012,
This paper presents a new Statistical Process Control model for the economic...
Modeling of emergency response decision‐making process using stochastic Petri net: an e‐service perspective
Modeling of emergency response decision‐making process using stochastic Petri net: an e‐service perspective
2012,
In this paper, we address the emergency response decision‐making process based...
Pathwise Optimization for Optimal Stopping Problems
Pathwise Optimization for Optimal Stopping Problems
2012,
We introduce the pathwise optimization (PO) method, a new convex optimization...
Accurate modeling of VoIP traffic QoS parameters in current and future networks with multifractal and Markov models
Accurate modeling of VoIP traffic QoS parameters in current and future networks with multifractal and Markov models
2013,
In this paper, we analyze the jitter and packet loss behavior of Voice over Internet...
Managing an Available‐to‐Promise Assembly System with Dynamic Short‐Term Pseudo‐Order Forecast
Managing an Available‐to‐Promise Assembly System with Dynamic Short‐Term Pseudo‐Order Forecast
2012,
We study an order promising problem in a multiclass,...
A multi‐state Markov model for a short‐term reliability analysis of a power generating unit
A multi‐state Markov model for a short‐term reliability analysis of a power generating unit
2012,
This paper presents a multi‐state Markov model for a coal power generating...
Hybrid reliability model for nuclear reactor safety system
Hybrid reliability model for nuclear reactor safety system
2012,
The dependability of critical safety systems needs to be quantitatively determined in...
Adaptive Smoothed Functional Algorithms for Optimal Staffing Levels in Service Systems
Adaptive Smoothed Functional Algorithms for Optimal Staffing Levels in Service Systems
2013,
Service systems are people‐centric. The service providers employ a large...
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