Continuos-time Markov-modulated Chains In Operations Research

Continuos-time Markov-modulated Chains In Operations Research
Author: Alexander M Andronov
Publisher: World Scientific
Total Pages: 227
Release: 2024-04-22
Genre: Mathematics
ISBN: 9811286175

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Probabilistic models are widely used for description and an analysis of various processes in system reliability, risk, queuing, data communication, logistic and storage systems. The book contains various applications of the theory of continuous-time Markov-modulated processes in operation research. All analytical results are illustrated by numerical computations. Used algorithms allow overcoming computation difficulties successfully. For example, a calculation of transient probabilities of states for a continuous-time finite Markov chain uses eigenvalues and eigenvectors of the corresponding matrix (generator). In a more complex case of differential or integral equations, such a simple explicit form of a solution is missing. The explicit form of solution is presented by means of infinity sums of functions. For example, often we have to deal with the so-called renewal equation. Its solution is presented as an infinite sum of the renewal function. In this case, an approximation of functions of interest and iterative computation procedures are used.

Analytical Derivatives for Markov Switching Models

Analytical Derivatives for Markov Switching Models
Author: Jeff Gable
Publisher:
Total Pages: 33
Release: 2008
Genre:
ISBN:

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This paper derives analytical gradients for a broad class of regime-switching models with Markovian state-transition probabilities. Such models are usually estimated by maximum likelihood methods, which require the derivatives of the likelihood function with respect to the parameter vector. These gradients are usually calculated by means of numerical techniques. The paper shows that analytical gradients considerably speed up maximum-likelihood estimation with no loss in accuracy. A sample program listing is included.

Continuous-time Markov Chains and Applications

Continuous-time Markov Chains and Applications
Author: George Yin
Publisher: Springer Verlag
Total Pages: 349
Release: 1998
Genre: Mathematics
ISBN: 0387982442

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Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.

NBS Special Publication

NBS Special Publication
Author:
Publisher:
Total Pages: 574
Release: 1970
Genre: Weights and measures
ISBN:

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Advanced Reliability Modeling II

Advanced Reliability Modeling II
Author: Tadashi Dohi
Publisher: World Scientific
Total Pages: 814
Release: 2006
Genre: Technology & Engineering
ISBN: 9812567585

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The 2006 Asian International Workshop on Advanced Reliability Modeling (AIWARM) is the second symposium in a series of biennial workshops for the dissemination of state-of-art research and the presentation of practice in reliability and maintenance engineering in Asia. It brings together researchers and engineers from not only Asian countries but also all over world to discuss the state of research and practice in dealing with both reliability issues at the system design phase and maintenance issues at the system operation phase. The theme of AIWARM 2006 is ?reliability testing and improvement?. The contributions in this volume cover all the main topics in reliability and maintenance engineering, providing an in-depth presentation of theory and practice.

Performance Modelling and Evaluation of ATM Networks

Performance Modelling and Evaluation of ATM Networks
Author: Demetres D. Kouvatsos
Publisher: Springer
Total Pages: 624
Release: 2013-04-17
Genre: Computers
ISBN: 0387348816

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Asynchronous Transfer Mode (ATM) networks are widely considered to be the new generation of high speed communication systems both for broadband public information highways and for local and wide area private networks. ATM is designed to integrate existing and future voice, audio, image and data services. Moreover, ATM aims to simplify the complexity of switching and buffer management, to optimise intermediate node processing and buffering and to limit transmission delays. However, to support such diverse services on one integrated communication network, it is most essential, through careful engineering, to achieve a fruitful balance amongst the conflicting requirements of different quality of service constraints ensuring that one service does not have adverse implications on another. Over recent years there has been a great deal of progress in research and development of ATM technology, but there are still many interesting and important problems to be resolved such as traffic characterisation and control, routing and optimisation, ATM switching techniques and the provision of quality of service. This book presents thirty-two research papers, both from industry and academia, reflecting latest original achievements in the theory and practice of performance modelling of ATM networks worldwide. These papers were selected, subject to peer review, from those submitted as extended and revised versions out of fifty-nine shorter papers presented at the Second IFIP Workshop on "Performance Modelling and Evaluation of ATM Networks" July 4-7, 1994, Bradford University. At least three referees from the scientific committee and externally were involved in the selection of each paper.

Applied mechanics reviews

Applied mechanics reviews
Author:
Publisher:
Total Pages: 400
Release: 1948
Genre: Mechanics, Applied
ISBN:

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