Parallélisation d'une combinaison des méthodes de Monte-Carlo et quasi-Monte-Carlo et application aux réseaux de files d'attente
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Parallélisation d'une Combinaison des Méthodes de Monte-Carlo et Quasi-Monte-Carlo et Application aux Réseaux de Files d'Attente
Bruno Tuffin, Louis-Marie Le Ny (2010)
RAIRO - Operations Research
We propose a parallel algorithm which uses both Monte-Carlo and quasi-Monte-Carlo methods. A detailed analysis of this algorithm, followed by examples, shows that the estimator's efficiency is a linear function of the processor number. As a concrete application example, we evaluate performance measures of a multi-class queueing network in steady state.
Partially observable Markov decision processes with partially observable random discount factors
E. Everardo Martinez-Garcia, J. Adolfo Minjárez-Sosa, Oscar Vega-Amaya (2022)
Kybernetika
This paper deals with a class of partially observable discounted Markov decision processes defined on Borel state and action spaces, under unbounded one-stage cost. The discount rate is a stochastic process evolving according to a difference equation, which is also assumed to be partially observable. Introducing a suitable control model and filtering processes, we prove the existence of optimal control policies. In addition, we illustrate our results in a class of GI/GI/1 queueing systems where...
Partially observable queueing systems with controlled service rates under a discounted optimality criterion
Yofre H. García, Saul Diaz-Infante, J. Adolfo Minjárez-Sosa (2021)
Kybernetika
We are concerned with a class of queueing systems with controlled service rates, in which the waiting times are only observed when they take zero value. Applying a suitable filtering process, we show the existence of optimal control policies under a discounted optimality criterion.
Performance analysis of an M/G/1 retrial queue with non-persistent calls, two phases of heterogeneous service and different vacation policies.
Kumar, M.Senthil, Arumuganathan, R. (2009)
International Journal of Open Problems in Computer Science and Mathematics. IJOPCM
Performance analysis of single server non-markovian retrial queue with working vacation and constant retrial policy
V. Jailaxmi, R. Arumuganathan, M. Senthil Kumar (2014)
RAIRO - Operations Research - Recherche Opérationnelle
This paper analyses an M/G/1 retrial queue with working vacation and constant retrial policy. As soon as the system becomes empty, the server begins a working vacation. The server works with different service rates rather than completely stopping service during a vacation. We construct the mathematical model and derive the steady-state queue distribution of number of customer in the retrial group. The effects of various performance measures are derived.
Power Unit – Cargo Space Link in Transport
Zoran Radmilović, Branislav Dragović, Vladislav Maraš (2005)
The Yugoslav Journal of Operations Research
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