Keyword: stochastic processes

Found 1442 papers in total
Some diffusion models for the Mabinogion sheep problem of Williams
Some diffusion models for the Mabinogion sheep problem of Williams
1996,
The ‘Mabinogion sheep’ problem, originally due to D. Williams, is a nice...
Reservation planning for elective surgery under uncertain demand for emergency surgery
Reservation planning for elective surgery under uncertain demand for emergency surgery
1996,
This work concerns the advance scheduling of elective surgery when the operating...
A motivation for probabilistic balancing rule models used for real-time reservoir operations: Newsboy problem approach
A motivation for probabilistic balancing rule models used for real-time reservoir operations: Newsboy problem approach
1995,
The Probabilistic Balancing Rule (PBR) model addresses the problem of real-time...
Stochastic scheduling on a single machine subject to multiple breakdowns according to different probabilities
Stochastic scheduling on a single machine subject to multiple breakdowns according to different probabilities
1995,
A set of stochastic jobs is to be processed on a single machine which is subject to...
Bounds for the quasi-stationary distribution of some specialized Markov chains
Bounds for the quasi-stationary distribution of some specialized Markov chains
1995,
The quasi-stationary distributions of Markov chains have been investigated by many...
The determination of quasistationary distributions directly from the transition rates of an absorbing Markov chain
The determination of quasistationary distributions directly from the transition rates of an absorbing Markov chain
1995,
There are many stochastic systems arising in areas as diverse as wildlife management,...
Asymptotic distribution theory for Haore’s selection algorithm
Asymptotic distribution theory for Haore’s selection algorithm
1996,
The authors investigate the asymptotic behaviour of the distribution of the number of...
An elementary renewal theorem for random compact convex sets
An elementary renewal theorem for random compact convex sets
1995,
A set-valued analog of the elementary renewal theorem for Minkowski sums of random...
Performance characteristics of stochastic integrated production-distribution systems
Performance characteristics of stochastic integrated production-distribution systems
1993,
A conflict often arises between production and marketing or distribution in many...
On a first passage problem in general queueing systems with multiple vacations
On a first passage problem in general queueing systems with multiple vacations
1992,
The author studies a generalized single-server queueing system with bulk arrivals and...
On a multilevel controlled bulk queueing system
On a multilevel controlled bulk queueing system
1992,
The authors introduce and study a class of bulk queueing systems with a compound...
Analysis of an M/G/1 sueue with two types of impatient units
Analysis of an M/G/1 sueue with two types of impatient units
1995,
This paper deals with a service system in which the processor must serve two types of...
An algorithm to computer blocking probabilities in multi-rate multi-class multi-resource loss models
An algorithm to computer blocking probabilities in multi-rate multi-class multi-resource loss models
1995,
In this paper the authors consider a family of product-form loss models, including...
Comparison of replacement policies via point processes
Comparison of replacement policies via point processes
1995,
First, some basic concepts from the theory of point processes are recalled and...
The nonstationary stochastic lead-time inventory problem: Near-myopic bounds, heuristics, and testing
The nonstationary stochastic lead-time inventory problem: Near-myopic bounds, heuristics, and testing
1996,
The purpose of the current paper is to combine the classical results of Kaplan and...
Birth and death processes as projections of higher-dimensional poisson processes
Birth and death processes as projections of higher-dimensional poisson processes
1995,
Birth and death processes can be constructed as projections of higher-dimensional...
Spectral analysis of M/G/1 and G/M/1 type Markov chains
Spectral analysis of M/G/1 and G/M/1 type Markov chains
1996,
When analyzing the equilibrium behavior of M/G/1 type Markov chains by transform...
Homogeneous Gaussian Markov processes on general lattices
Homogeneous Gaussian Markov processes on general lattices
1996,
A homogeneous Gaussian Markov lattice-process model has a regression coefficient that...
On evaluations and asymptotic approximations of first-passage-time probabilities
On evaluations and asymptotic approximations of first-passage-time probabilities
1996,
The series expansion for the solution of the integral equation for the...
Potentially unlimited variance reduction in importance sampling of Markov chains
Potentially unlimited variance reduction in importance sampling of Markov chains
1996,
The authors consider the application of importance sampling in steady-state...
Transition times: Distributions arising from time heterogeneous Poisson processes
Transition times: Distributions arising from time heterogeneous Poisson processes
1995,
The units of a heterogeneous population are subjected to shocks. A unit fails, or more...
Convergence of subdifferentials under strong stochastic convexity
Convergence of subdifferentials under strong stochastic convexity
1995,
The paper shows that if a sequence of random functions satisfies strong stochastic...
Single-visit policies for allocating a single resource in a stochastic environment
Single-visit policies for allocating a single resource in a stochastic environment
1994,
Conventional analyses of stochastic resource allocation problems based on...
On the EOQ model with inventory-level-dependent demand rate and random yield
On the EOQ model with inventory-level-dependent demand rate and random yield
1994,
This paper deals with an EOQ-type inventory problem where the demand rate is a...
Papers per page: