Search
Now showing items 1-9 of 9
Parameter Estimation under Threshold Policies for a Simple Flow Control Problem.
(1987)
In [5], the authors showed that threshold policies solve an optimal flow control problem for discrete-time M|M|1 queues, where the decision-maker seeks to maximize the system throughput subject to a bound on the long-run ...
Multi-Dimensional Stochastic Ordering and Associated Random Variables.
(1987)
This paper presents several relationships between the notion of associated random variables and notions of stochastic ordering which have appeared in the literature over the years. More concretely, the discussion centers ...
Matrix-Geometric Solution for Finite Capacity Queues with Phase- Type Distributions.
(1987)
This paper presents a class of Quasi-Birth-and-Death processes with finite state space for which the invariant probability vector is found to admit a matrix-geometric representation. The corresponding rate matrix is given ...
Optimality Results for a Simple Flow Control Problem.
(1987)
This paper presents a problem of optimal flow control for discrete-time M|M|l queues, where the decision-maker seeks to maximize the throughput subject to a bound on the average queue size. The problem is cast as a constrained ...
An Approximation Method for General Tandem Queueing Systems Subject to Blocking.
(1987)
An iterative approximation algorithm is presented for calculating the stationary queue size probabilities of tandem queueing systems subject to blocking. The algorithm combines a decomposition/aggregation technique with ...
Matrix-Geometric Solution for Two Node Tandem Queueing Systems with Phase-Type Servers Subject to Blocking and Failures.
(1987)
A two node tandem queueing system with phase-type servers and Bernoulli arrivals is considered in discrete-time when servers are subject to bloclring and failuree. The invariant probability vector of the underlying finite ...
Stochastic Approximations for Finite-State Markov Chains.
(1987)
In constrained Markov decision problems, optimal policies are often found to depend on quantities which are not readily available due either to insufficient knowledge of the model parameters or to computational difficulties. ...
A Simple Problem of Flow Control II: Implementation of Threshold Policies via Stochastic Approximations.
(1987)
This paper considers a flow control model for discrete M|M|1 queues. The problem of implementing a given threshold policy via an adaptive policy is discussed in terms of an adaptive algorithm of the Stochastic Approximations ...
A Simple Problem of Flow Control I: Optimality Results.
(1987)
This paper presents a problem of optimal flow control for discrete M|M|1 queues. The problem is cast as a constrained Markov decision process, where the throughput is maximized with a bound on the average queue size. By ...