Operator-splitting methods for general mixed variational inequalities.
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 present work is centred on the problem of biomass productivity optimization of a culture of microalgae Spirulina maxima. The mathematical tools consisted of necessary and sufficient conditions for optimal control coming from the celebrated Pontryagin's Maximum Principle (PMP) as well as the Bellman's Principle of Optimality, respectively. It is shown that the optimal dilution rate turns to be a bang-singular-bang control. It turns out that, the experimental results are in accordance to the optimal...