On a discrete modified queue
The busy period distribution of a discrete modified queue , with finitely or infinitely many severs , and with different distribution functions of customer service times is derived.
On a probability problem connected with railway traffic.
On a stochastic inventory model with deteriorating items.
On approximation in multistage stochastic programs: Markov dependence
A general multistage stochastic programming problem can be introduced as a finite system of parametric (one-stage) optimization problems with an inner type of dependence. Evidently, this type of the problems is rather complicated and, consequently, it can be mostly solved only approximately. The aim of the paper is to suggest some approximation solution schemes. To this end a restriction to the Markov type of dependence is supposed.
On infinite dams with Markov dependent inputs
On inventory system with random lead time and repeated demands.
Optimal and near-optimal () inventory policies for Levy demand processes
Optimal and Near-Optimal (s,S) Inventory Policies for Levy Demand Processes
A Levy jump process is a continuous-time, real-valued stochastic process which has independent and stationary increments, with no Brownian component. We study some of the fundamental properties of Levy jump processes and develop (s,S) inventory models for them. Of particular interest to us is the gamma-distributed Levy process, in which the demand that occurs in a fixed period of time has a gamma distribution. We study the relevant properties of these processes, and we develop a quadratically convergent...
Optimization in HIV screening problems.
Parallelization algorithms for modeling ARM processes.
Power spectrum of the quasiperiodic and the aperiodic group pulse process
Random networks with sublinear preferential attachment: degree evolutions.
Random time changes for sock-sorting and other stochastic process limit theorems.
Résolution d'un problème d'ordonnancement à ressources variables
Risk minimization in the model with transaction costs
The problem of hedging a contingent claim with minimization of quadratic risk is studied. Existence of an optimal strategy for the model with proportional transaction cost and nondelayed observation is shown.
Some approximate equilibrium results for the no-queue system
Some Bivariate Models for Traffic Accidents
Some martingales in dams with Poisson input and release
Some reflections on the renewal-theory paradox in queueing theory.
Stationary inequalities for dams with content-dependent release rate