On a mean reward from a common Markov replacement process
We study the problem of scheduling jobs on a serial batching machine to minimize total tardiness. Jobs of the same batch start and are completed simultaneously and the length of a batch equals the sum of the processing times of its jobs. When a new batch starts, a constant setup time occurs. This problem s-batch is known to be NP-Hard in the ordinary sense. In this paper we show that it is solvable in pseudopolynomial time by dynamic programming.
We study the problem of scheduling jobs on a serial batching machine to minimize total tardiness. Jobs of the same batch start and are completed simultaneously and the length of a batch equals the sum of the processing times of its jobs. When a new batch starts, a constant setup time s occurs. This problem 1|s-batch | ∑Ti is known to be NP-Hard in the ordinary sense. In this paper we show that it is solvable in pseudopolynomial time by dynamic programming.
We consider a system of three queues and two types of packets. Each packet arriving at this system finds in front of it a controller who either sends it in the first queue or rejects it according to a QoS criterion. When the packet finishes its service in the first queue, it is probabilistically routed to one of two other parallel queues. The objective is to minimize a QoS discounted cost over an infinite horizon. The cost function is composed of a waiting cost per packet in each queue and a rejection...
We consider a system of three queues and two types of packets. Each packet arriving at this system finds in front of it a controller who either sends it in the first queue or rejects it according to a QoS criterion. When the packet finishes its service in the first queue, it is probabilistically routed to one of two other parallel queues. The objective is to minimize a QoS discounted cost over an infinite horizon. The cost function is composed of a waiting cost per packet in each queue and a rejection...
The present paper discusses real parallel computations. On the basis of a selected group of dynamic programming algorithms, a number of factors affecting the efficiency of parallel computations such as, e.g., the way of distributing tasks, the interconnection structure between particular elements of the parallel system or the way of organizing of interprocessor communication are analyzed. Computations were implemented in the parallel multitransputer SUPER NODE 1000 system using from 5 to 50 transputers....
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.
Based upon an observation that it is too restrictive to assume a definite correlation of the underlying asset price and its volatility, we use a hybrid model of the constant elasticity of variance and stochastic volatility to study a portfolio optimization problem for pension plans. By using asymptotic analysis, we derive a correction to the optimal strategy for the constant elasticity of variance model and subsequently the fine structure of the corrected optimal strategy is revealed. The result...