Keyword: stochastic processes

Found 1442 papers in total
Denumerable constrained Markov decision processes and finite approximations
Denumerable constrained Markov decision processes and finite approximations
1994,
The purpose of this paper is two fold. First to establish the theory of discounted...
Analysis of an SSP/G/1 system with multiple vacations and E-limited service discipline
Analysis of an SSP/G/1 system with multiple vacations and E-limited service discipline
1993,
Many researchers have studied variants of queueing systems with vacations. Most of...
Conditions for the applicability of the regenerative method
Conditions for the applicability of the regenerative method
1993,
The regenerative method for estimating steady-state parameters is one of the basic...
Inferences with an unknown noise level in a Bernoulli process
Inferences with an unknown noise level in a Bernoulli process
1993,
Inferences about a proportion p are often based on data generated from dischotomous...
The effect of leadtime uncertainty in a simple stochastic inventory model
The effect of leadtime uncertainty in a simple stochastic inventory model
1994,
The paper studies a basic continuous-time single-item inventory model where demands...
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...
First passage analysis of a two-stage production system with rework
First passage analysis of a two-stage production system with rework
1994,
This paper incorporates the concept of rework in the probabilistic analysis of...
Expected total sojourn times in a complex one-unit system
Expected total sojourn times in a complex one-unit system
1993,
Assuming that the lifetime and repair rate of a one-unit system are a hyperexponential...
A stochastic, multiclass airline network equilibrium model
A stochastic, multiclass airline network equilibrium model
1993,
In this paper, the authors develop a stochastic, multiclass network equilibrium model...
The physics of the Mt/G/• queue
The physics of the Mt/G/• queue
1993,
The authors establish some general structural results and derive some simple formulas...
On quadratic cost criteria for option hedging
On quadratic cost criteria for option hedging
1994,
Consider an option with maturity time T corresponding to a contingent claim H (in an...
The output processes of serial production lines of general machines with finite buffers
The output processes of serial production lines of general machines with finite buffers
1993,
Little is known about the interaction among manufacturing subsystems in a factory. The...
Discounted and per unit net revenues and costs of product warranty: The case of phase-type lifetimes
Discounted and per unit net revenues and costs of product warranty: The case of phase-type lifetimes
1993,
In a previously published paper, Mamer studies the expected costs to producers and...
The stochastic vehicle routing problem revisited
The stochastic vehicle routing problem revisited
1992,
The stochastic vehicle routing problem is a problem of growing importance....
On Harris recurrence in continuous time
On Harris recurrence in continuous time
1994,
The authors show that a continuous-time Markov process X is Harris recurrent if and...
Estimating nonlinear parameters in the multinomial logit model
Estimating nonlinear parameters in the multinomial logit model
1992,
Multinomial logit models, especially those calibrated on scanner data, often use...
The measurement and determinants of brand equity: A financial approach
The measurement and determinants of brand equity: A financial approach
1993,
This paper presents a technique for estimating a firm’s brand equity that is...
A modified (s,S) inventory system with lost sales and emergency orders
A modified (s,S) inventory system with lost sales and emergency orders
1993,
This paper analyses a lost sales inventory system with renewal demands where in...
Exact and approximate evaluation of batch-ordering policies for two-level inventory systems
Exact and approximate evaluation of batch-ordering policies for two-level inventory systems
1993,
The paper considers a two-level inventory system with one warehouse and N identical...
Continuity properties of expectation functions in stochastic integer programming
Continuity properties of expectation functions in stochastic integer programming
1993,
Sufficient conditions for the (Lipschitz) continuity of the expectation of...
Filtered Monte Carlo
Filtered Monte Carlo
1993,
A filtered Monte Carlo estimator is one whose constituent parts-summands or integral...
Asymptotically optimal loss network control
Asymptotically optimal loss network control
1993,
The authors consider a loss network which employs alternative routing and derive the...
Calculating light traffic limits for sojourn times in open Markovian queueing system
Calculating light traffic limits for sojourn times in open Markovian queueing system
1993,
Let be the m th moment of the sojourn time distribution for some particular customer...
Perturbation analysis of the M/M/1 queue in a Markovian environment via the matrix-geometric method
Perturbation analysis of the M/M/1 queue in a Markovian environment via the matrix-geometric method
1993,
In this paper, the authors consider a family of queues in which customers according to...
Papers per page: