Page 1

Displaying 1 – 9 of 9

Showing per page

Refined non-homogeneous markovian models for a single-server type of software system with rejuvenation

Hiroyuki Okamura, S. Miyahara, T. Dohi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

Long running software systems are known to experience an aging phenomenon called software aging, one in which the accumulation of errors during the execution of software leads to performance degradation and eventually results in failure. To counteract this phenomenon a proactive fault management approach, called software rejuvenation, is particularly useful. It essentially involves gracefully terminating an application or a system and restarting it in a clean internal state. In this paper, we reconsider...

Refined non-homogeneous markovian models for a single-server type of software system with rejuvenation

Hiroyuki Okamura, S. Miyahara, T. Dohi (2010)

RAIRO - Operations Research

Long running software systems are known to experience an aging phenomenon called software aging, one in which the accumulation of errors during the execution of software leads to performance degradation and eventually results in failure. To counteract this phenomenon a proactive fault management approach, called software rejuvenation, is particularly useful. It essentially involves gracefully terminating an application or a system and restarting it in a clean internal state. In this paper, we...

Restricted admissibility of batches into an M / G /1 type bulk queue with modified Bernoulli schedule server vacations

Kailash C. Madan, Walid Abu-Dayyeh (2002)

ESAIM: Probability and Statistics

We investigate the steady state behavior of an M / G /1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states of...

Restricted Admissibility of Batches into an M/G/1 Type Bulk Queue with Modified Bernoulli Schedule Server Vacations

Kailash C. Madan, Walid Abu–Dayyeh (2010)

ESAIM: Probability and Statistics

We investigate the steady state behavior of an M/G/1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states...

Risk minimization in the model with transaction costs

Michał Motoczyński (2003)

Applicationes Mathematicae

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.

Currently displaying 1 – 9 of 9

Page 1