Keyword: stochastic processes

Found 1442 papers in total
Numerical methods in Markov chain modeling
Numerical methods in Markov chain modeling
1992,
This paper describes and compares several methods for computing stationary probability...
Exit time from a positive quadrant for a two-dimensional Markov chain
Exit time from a positive quadrant for a two-dimensional Markov chain
1992,
The paper tends to elucidate relationship between independent work of J.W. Cohen and...
The first two moment matrices of the counts for the Markovian arrival process
The first two moment matrices of the counts for the Markovian arrival process
1992,
Analytic, asymptotic and algorithmic properties of the first two moment matrices of...
An aggregation/disaggregation algorithm for computing the stationary distribution of a large Markov chain
An aggregation/disaggregation algorithm for computing the stationary distribution of a large Markov chain
1992,
A new aggregation/disaggregation iterative procedure for computing the stationary...
Gradient estimates for the performance of Markov chains and discrete event processes
Gradient estimates for the performance of Markov chains and discrete event processes
1993,
In this paper, an algorithm for the estimation of the gradient of the stationary...
Efficient performance analysis of asymmetric finite buffer multichannel networks
Efficient performance analysis of asymmetric finite buffer multichannel networks
1992,
In this paper the authors present an efficient approximate analysis of asymmetric LAN...
Formulating two-stage stochastic programs for interior point methods
Formulating two-stage stochastic programs for interior point methods
1991,
This paper describes an approach for modeling two-stage stochastic programs that...
Asymptotic evaluation of closed queueing networks with many stations
Asymptotic evaluation of closed queueing networks with many stations
1992,
Asymptotic formulas are derived for the partition function of multichain closed...
On cycle maxima, first passage problems, and extreme value theory for queues
On cycle maxima, first passage problems, and extreme value theory for queues
1992,
The distribution of the maximum of the virtual waiting time during a cycle C is...
Theory of semi-regenerative random fields: Outline of the theory
Theory of semi-regenerative random fields: Outline of the theory
1991,
This paper concerns the extension of the theory of semi-regenerative processes to the...
A two-echelon inventory system with priority shipments
A two-echelon inventory system with priority shipments
1992,
A two-echelon system for spare parts is analyzed. The system allows the use of...
Automatic learning for dynamic Markov fields with application to epidemiology
Automatic learning for dynamic Markov fields with application to epidemiology
1992,
Following an outline of dynamic Markoc fields, the authors briefly describe some...
A Petri-net-based state-transition model for an optimal operator cyclic walking pattern development in GT cells
A Petri-net-based state-transition model for an optimal operator cyclic walking pattern development in GT cells
1992,
An approach for developing the optimal operator scheduling solution for a group...
Optimal scheduling of inspections: A delayed Markov model with false positives and negatives
Optimal scheduling of inspections: A delayed Markov model with false positives and negatives
1991,
A system subject to catastrophic failure deteriorates according to a delayed Markov...
Joint economically optimal design of nX and S2 control charts
Joint economically optimal design of nX and S2 control charts
1992,
Rahim et al proposed a search algorithm to determine the optimal design of joint nX...
Pension funding with time delays: A stochastic approach
Pension funding with time delays: A stochastic approach
1992,
A model is set up which facilitates the comparison of different pension funding...
On the existence of a feasible flow in a stochastic transportation network
On the existence of a feasible flow in a stochastic transportation network
1991,
Many transportation networks, e.g., networks of cooperating power systems, and...
Tight bounds for stochastic convex programs
Tight bounds for stochastic convex programs
1992,
Variable and row aggregation as a technique of simplifying a mathematical program is...
A stochastic and dynamic vehicle routing problem in the Euclidean plane
A stochastic and dynamic vehicle routing problem in the Euclidean plane
1991,
The authors propose and analyze a generic mathematical model for dynamic, stochastic...
A dual-based procedure for stochastic facility location
A dual-based procedure for stochastic facility location
1992,
In this paper, the authors study how the uncapacitated facility location problem is...
Deducing queueing from transactional data: The queue inference engine, revisited
Deducing queueing from transactional data: The queue inference engine, revisited
1992,
R. Larson proposed a method to statistically infer the expected transient queue length...
Computational results of multiserver bulk-arrival queues with constant service time MX/D/c.
Computational results of multiserver bulk-arrival queues with constant service time MX/D/c.
1992,
The authors present an algorithm for numerically finding the limiting distribution of...
Optimal scheduling of exponential tasks with in-tree precedence constraints on two parallel processors subject to failure and repair
Optimal scheduling of exponential tasks with in-tree precedence constraints on two parallel processors subject to failure and repair
1992,
In this paper, the authors consider the problem of scheduling n tasks on two...
Stochastic modelling of reservoir operations
Stochastic modelling of reservoir operations
1991,
The nature of hydrologic parameters in reservoir management models is uncertain. In...
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