The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying 141 –
160 of
160
We consider a model of random walks on ℤ with finite range in a stationary and ergodic random environment. We first provide a fine analysis of the geometrical properties of the central left and right Lyapunov eigenvectors of the random matrix naturally associated with the random walk, highlighting the mechanism of the model. This allows us to formulate a criterion for the existence of the absolutely continuous invariant measure for the environments seen from the particle. We then deduce a characterization...
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...
We consider a Markov decision process for an queue that is controlled by batches of negative customers. More specifically, we derive conditions that imply threshold-type optimal policies, under either the total discounted cost criterion or the average cost criterion. The performance analysis of the model when it operates under a given threshold-type policy is also studied. We prove a stability condition and a complete stochastic comparison characterization for models operating under different...
We consider a Markov decision process for an MX/M/1 queue that is
controlled by batches of negative customers. More specifically, we derive
conditions that imply threshold-type optimal policies, under either the
total discounted cost criterion or the average cost criterion. The
performance analysis of the model when it operates under a given
threshold-type policy is also studied. We prove a stability condition and a
complete stochastic comparison characterization for models operating under
different...
A single-server queueing system with a batch markovian arrival process (BMAP) and MAP-input of disasters causing all customers to leave the system instantaneously is considered. The system has two operation modes, which depend on the current queue length. The embedded and arbitrary time stationary queue length distribution has been derived and the optimal control threshold strategy has been determined.
A single-server queueing system with a batch Markovian arrival
process (BMAP) and MAP-input of disasters causing all customers to
leave the system instantaneously is considered. The system has two
operation modes, which depend on the current queue length. The
embedded and arbitrary time stationary queue length distribution
has been derived and the optimal control threshold strategy has
been determined.
The following problem in risk theory is considered. An insurance company, endowed with an initial capital a > 0, receives insurance premiums and pays out successive claims from two kind of risks. The losses occur according to a marked point process. At any time the company may broaden or narrow down the offer, which entails the change of the parameters of the underlying risk process. These changes concern the rate of income, the intensity of the renewal process and the distribution of claims....
Currently displaying 141 –
160 of
160