This paper analyzes numerically a long-term average stochastic control problem involving a controlled diffusion on a bounded region. The solution technique takes advantage of an infinite-dimensional linear programming formulation for the problem which relates the stationary measures to the...

An inventory system for perishable commodities (PIS) with finite shelf size and finite waiting room for demands is studied; the maximum shelf life and the maximum waiting time of a demand are assumed to be either constant or exponentially distributed, and the arrival rates for items and for...

We present models for inventory systems with perishable commodities (PISs) in which the items are not scrapped after reaching their maximum lifetime but are transferred to a second PIS where they are used to satisfy another random stream of demands. We determine the steady-state distribution of...

We consider a G / M / 1 queue with two-stage service policy. The server starts to serve with rate of μ 1 customers per unit time until the number of customers in the system reaches λ. At this moment, the service rate is changed to that of μ 2 customers per unit time and this rate continues...

We consider a diffusion process (X <Subscript> t </Subscript>)<Subscript> t ≥ 0</Subscript>, with drift b(x) and diffusion coefficient σ(x). At discrete times t <Subscript> k </Subscript> = k δ for k from 1 to M, we observe noisy data of the sample path, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${Y_{k\delta}=X_{k\delta}+\varepsilon_{k}}$$</EquationSource > </InlineEquation> . The random variables <InlineEquation ID="IEq2"> <EquationSource...</equationsource></inlineequation></equationsource></inlineequation></subscript></subscript></subscript>

In this paper, we are concerned with the analytical treatment of an GI/M/1 retrial queue with constant retrial rate. Constant retrial rate is typical for some real world systems where the intensity of individual retrials is inversely proportional to the number of customers in the orbit or only...

In this paper we consider a specific M/G/k group-arrival loss system, under statistical equilibrium and two cases of acceptance policy. In the first case the system works under the partial acceptance policy. Explicit results are obtained for the corresponding stationary distribution, which...

We derive the stationary distribution of the regenerative process W(t), t ≥ 0, whose cycles behave like an M / G / 1 workload process terminating at the end of its first busy period or when it reaches or exceeds level 1, and restarting with some fixed workload <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$a\in (0,1)$$</EquationSource> </InlineEquation>. The result is...</equationsource></inlineequation>

We consider a G / M / 1 queue with two-stage service policy. The server starts to serve with rate of μ<Subscript>1</Subscript> customers per unit time until the number of customers in the system reaches λ. At this moment, the service rate is changed to that of μ<Subscript>2</Subscript> customers per unit time and this rate continues...</subscript></subscript>

A redundant complex discrete system is modelled through phase type distributions. The system is composed of a finite number of units, one online and the others in a warm standby arrangement. The units may undergo internal wear and/or accidental external failures. The latter may be repairable or...