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  • Search: subject:"stochastic convexity"
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stochastic convexity 2 MB/M(n)/1 and M/G/1 queues record values computational probability birth and death processes branching processes 1 balking 1 capacity planning 1 infinitesimal perturbation analysis 1 optimization 1 queueing systems 1 reneging 1 sample path convexity 1 sample-path convexity and concavity weak majorization preservation of stochastic convexity Markov processes shock models and wear processes GI/G/1 1 semiconductor manufacturing 1 strong consistency 1 strong stochastic convexity 1 unobservable queues 1
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Armony, Mor 1 Gallego, Guillermo 1 Moon, Ilkyeong 1 Plambeck, Erica 1 Robinson, Stephen M. 1 Seshadri, Sridhar 1 Shaked, Moshe 1 Shanthikumar, J. George 1 Yao, David D. 1
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Management Science 2 Manufacturing & Service Operations Management 1 Stochastic Processes and their Applications 1
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RePEc 4
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Sensitivity of Optimal Capacity to Customer Impatience in an Unobservable M/M/S Queue (Why You Shouldn't Shout at the DMV)
Armony, Mor; Plambeck, Erica; Seshadri, Sridhar - In: Manufacturing & Service Operations Management 11 (2009) 1, pp. 19-32
This paper employs sample path arguments to derive the following convexity properties and comparative statics for an M/M/S queue with impatient customers. If the rate at which customers balk and renege is an increasing, concave function of the number of customers in the system (head count), then...
Persistent link: https://www.econbiz.de/10009218701
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Convergence of Subdifferentials Under Strong Stochastic Convexity
Robinson, Stephen M. - In: Management Science 41 (1995) 8, pp. 1397-1401
We show that if a sequence of random functions satisfies strong stochastic convexity with respect to a parameter, and …
Persistent link: https://www.econbiz.de/10009198077
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Optimal Control of a Manufacturing Process That Involves Trial Runs
Gallego, Guillermo; Yao, David D.; Moon, Ilkyeong - In: Management Science 39 (1993) 12, pp. 1499-1505
-unit trial runs. To establish optimality, we use the recently developed notion of stochastic convexity/concavity and related …
Persistent link: https://www.econbiz.de/10009191979
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Temporal stochastic convexity and concavity
Shaked, Moshe; Shanthikumar, J. George - In: Stochastic Processes and their Applications 27 (1987), pp. 1-20
A discrete time stochastic process {Xn, N = 0, 1, 2, ...} is said to be temporally convex (concave) if E[theta](Xn) is a nondecreasing convex (concave) function of n whenever [theta] is a nondecreasing convex (concave) function. Similarly one can define temporal convexity and concavity for...
Persistent link: https://www.econbiz.de/10008875309
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