Parallelization algorithms for modeling ARM processes.
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...
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.
Given a metric space we consider a general class of functionals which measure the cost of a path in joining two given points and , providing abstract existence results for optimal paths. The results are then applied to the case when is aWasserstein space of probabilities on a given set and the cost of a path depends on the value of classical functionals over measures. Conditions for linking arbitrary extremal measures and by means of finite cost paths are given.
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.
We deal with a logistic problem motivated by a case study from a company dealing with inland transportation of piece goods in regular cycles. The problem consists in transportation of goods among regional centres – hubs of a network. Demands on transportation are contained in a matrix of flows of goods between pairs of hubs. The transport is performed by vehicles covering the shipping demands and the task is to design a cyclical route and to place a depot for each vehicle. The route depot can be...
Este trabajo estudia el problema de la planificación de la producción en sistemas de fabricación multinivel, con un cuello de botella. El problema se ha abordado mediante una aproximación heurística, resolviendo el problema resultante empleando el método primal dual. El trabajo incluye un algoritmo para la selección sucesiva de los precios de los recursos que garanticen una mejora monótona hacia la solución óptima.
We describe an O.R. technique which plans the allotment of time of the collaborators of a big company. The proposed method not only considers the immediate profitability of the company, but also the training of the collaborators in order to guarantee the success of the company's rising generation. The proposed method uses a greedy approach and constitutes therefore a simple and fast tool for decision makers. It has been successfully implemented in an important Swiss bank society.