Parallélisation d'une combinaison des méthodes de Monte-Carlo et quasi-Monte-Carlo et application aux réseaux de files d'attente
Parallélisation d'une Combinaison des Méthodes de Monte-Carlo et Quasi-Monte-Carlo et Application aux Réseaux de Files d'Attente
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
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
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.
Performance analysis of single server non-markovian retrial queue with working vacation and constant retrial policy
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