Escaping the Brownian stalkers.
Estimation of the Parameters of the Weibull Distribution for the Censored Samples.
État actuel et perspectives de l'utilisation des modèles markoviens pour l'étude du comportement des consommateurs
Évaluation de politiques de maintenance pour un système complexe
Explicit formulae of distributions and densities of characteristics of a dynamic advertising and pricing model
We analyze the optimal sales process of a stochastic advertising and pricing model with constant demand elasticities. We derive explicit formulae of the densities of the (optimal) sales times and (optimal) prices when a fixed finite number of units of a product are to be sold during a finite sales period or an infinite one. Furthermore, for any time t the exact distribution of the inventory, i.e. the number of unsold items, at t is determined and will be expressed in terms of elementary functions....
First excess levels of vector processes.
First passage processes in queueing system with service delay discipline.
Limit distribution of the time of coincidence in renewal streams
Maintenance policy under multiple unrevealed failure.
The unrevealed failures of a system are detected only by inspection. In this work, an inspection policy along with a maintenance procedure for multiunit systems with dependent times to failure is presented. The existence of an optimum policy is also discussed.
Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications.
Minimax checking of replaceable units
Monotonicity and comparison results for nonnegative dynamic systems. Part II: Continuous-time case
This second Part II, which follows a first Part I for the discrete-time case (see [DijkSl1]), deals with monotonicity and comparison results, as generalization of the pure stochastic case, for stochastic dynamic systems with arbitrary nonnegative generators in the continuous-time case. In contrast with the discrete-time case the generalization is no longer straightforward. A discrete-time transformation will therefore be developed first. Next, results from Part I can be adopted. The conditions,...
New continuity estimates of geometric sums.
On a bulk queueing system with impatient customers.
On a first passage problem in general queueing systems with multiple vacations.
On a mean reward from a Markov replacement process with only one isolated class of recurrent states
On a multilevel controlled bulk queueing system .
On a single-server queue with fixed accumulation level, state dependent service, and semi-Markov modulated input flow.
On adaptive replacement policies
On an queueing system.