Publication | Date of Publication | Type |
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Optimal activation of halting multi‐armed bandit models | 2023-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q6049077 | 2023-10-16 | Paper |
Using a Chen-Stein identity to obtain low variance simulation estimators | 2023-06-16 | Paper |
A Second Course in Probability | 2023-05-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q6041450 | 2023-05-30 | Paper |
A PROBABILISTIC FRIENDSHIP NETWORK MODEL | 2022-11-22 | Paper |
DUELING BANDIT PROBLEMS | 2022-11-22 | Paper |
Team's seasonal win probabilities | 2022-11-22 | Paper |
BLOCKCHAIN DOUBLE-SPEND ATTACK DURATION | 2022-11-18 | Paper |
Choosing the best arm with guaranteed confidence | 2022-11-16 | Paper |
Fair gambler’s ruin stochastically maximizes playing time | 2022-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5862703 | 2022-03-09 | Paper |
Technical Note—A Stochastic Assignment Problem with Unknown Eligibility Probabilities | 2021-06-17 | Paper |
An optimal stocking problem to minimize the expected time to sellout | 2021-04-07 | Paper |
On the number of tests needed for the pooled testing halving scheme | 2021-04-07 | Paper |
Introduction to Probability and Statistics for Engineers and Scientists | 2020-09-01 | Paper |
Dynamic search models with multiple items | 2020-04-22 | Paper |
Is reliability a new science? A paper from the panel session held at the 10th International Conference on Mathematical Methods in Reliability | 2020-02-06 | Paper |
Minimizing expected discounted cost in a queueing loss model with discriminating arrivals | 2020-01-08 | Paper |
The burglar problem with multiple options | 2019-05-02 | Paper |
A sequential scheduling problem with impatient jobs | 2019-05-02 | Paper |
A stochastic assignment problem | 2019-05-02 | Paper |
Bayesian selling problem with partial information | 2019-03-26 | Paper |
$M / G / \infty$ with exponentially distributed setup times | 2018-09-28 | Paper |
Introduction to Probability Models | 2018-09-28 | Paper |
A conjecture on the Feldman bandit problem | 2018-09-26 | Paper |
AN INDIVIDUAL AND SOCIALLY OPTIMAL POLICY MINIMIZING EXPECTED FLOW TIMES | 2017-09-19 | Paper |
STATIC STOCHASTIC KNAPSACK PROBLEMS | 2017-09-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q2978934 | 2017-05-02 | Paper |
Improved Chen‒Stein bounds on the probability of a union | 2017-01-17 | Paper |
Optimality Results for Coupon Collection | 2016-12-09 | Paper |
An adaptive stochastic knapsack problem | 2016-06-27 | Paper |
Reliability for a System with Dependent Components | 2016-05-11 | Paper |
An Improved Estimator of σ in Quality Control | 2016-05-11 | Paper |
Extending Blackwell's Strengthening of Azuma's Martingale Inequality | 2016-05-11 | Paper |
Tollbooth tandem queues with infinite homogeneous servers | 2016-03-11 | Paper |
A Queueing Loss Model with Heterogeneous Skill Based Servers Under Idle Time Ordering Policies | 2015-05-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5179036 | 2015-03-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q5179037 | 2015-03-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q5179038 | 2015-03-19 | Paper |
Optimal Server Selection in a Queueing Loss Model with Heterogeneous Exponential Servers, Discriminating Arrivals, and Arbitrary Arrival Times | 2014-10-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3191802 | 2014-10-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q2875592 | 2014-08-11 | Paper |
Simulation Analysis of System Life when Component Lives are Determined by a Marked Point Process | 2014-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5420345 | 2014-06-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q5403484 | 2014-03-26 | Paper |
On the life and work of Cyrus Derman | 2013-11-12 | Paper |
A generalized coupon collecting model as a parsimonious optimal stochastic assignment model | 2013-11-12 | Paper |
A MARKOV CHAIN CHOICE PROBLEM | 2013-06-13 | Paper |
Improving the Asmussen–Kroese-Type Simulation Estimators | 2013-01-19 | Paper |
IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR | 2013-01-15 | Paper |
Distribution of Minimal Path Lengths when Edge Lengths are Independent Heterogeneous Exponential Random Variables | 2012-10-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2881389 | 2012-05-02 | Paper |
THE MULTIPLE-PLAYER ANTE ONE GAME | 2011-11-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q3094155 | 2011-10-21 | Paper |
SOME RESULTS FOR SKIP-FREE RANDOM WALK | 2011-08-17 | Paper |
An Elementary Introduction to Mathematical Finance | 2011-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3577904 | 2010-07-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3571956 | 2010-06-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q5306025 | 2010-03-24 | Paper |
A MODEL FOR LOCKING IN GAINS WITH AN APPLICATION TO CLINICAL TRIALS | 2009-11-13 | Paper |
Admission Control with Incomplete Information of a Queueing System | 2009-07-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q3621822 | 2009-04-21 | Paper |
A Simple Solution to a Multiple Player Gambler's Ruin Problem | 2009-02-26 | Paper |
How Nearly do Arriving Customers See Time-Average Behavior? | 2009-01-21 | Paper |
A Random Permutation Model Arising in Chemistry | 2009-01-21 | Paper |
Relating Time and Customer Averages for Queues Using ‘forward’ Coupling from the Past | 2008-08-05 | Paper |
Variability is beneficial in marked stopping problems | 2008-05-26 | Paper |
COUPON COLLECTING | 2008-05-22 | Paper |
On the Structure of a Swing Contract's Optimal Value and Optimal Strategy | 2008-04-30 | Paper |
A Weakest Link Marked Stopping Problem | 2008-03-07 | Paper |
THE MULTIPLE SUBSET COUPON COLLECTING PROBLEM | 2007-10-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q5297047 | 2007-07-17 | Paper |
MAKING SIMULATIONS MORE EFFICIENT WHEN ANALYZING POISSON ARRIVAL SYSTEMS AND MEANS OF MONOTONE FUNCTIONS | 2007-04-05 | Paper |
BOUNDING THE STATIONARY DISTRIBUTION OF THE M/G/1 QUEUE SIZE | 2007-02-13 | Paper |
Are Mass Extinctions Really Periodic? | 2007-01-19 | Paper |
Peaks from Random Data | 2007-01-19 | Paper |
Approximations in Renewal Theory | 2007-01-19 | Paper |
On Sampling Inspection in the Presence of Inspection Errors | 2007-01-19 | Paper |
Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains | 2007-01-19 | Paper |
A Note on Approximating Mean Occupation Times of Continuous-Time Markov Chains | 2007-01-19 | Paper |
Simulating Average Delay–Variance Reduction by Conditioning | 2007-01-19 | Paper |
A Simple Proof of Instability of a Random-Access Communication Channel | 2007-01-19 | Paper |
Estimating the Mean Number of Renewals By Simulation | 2007-01-19 | Paper |
Processor Reordering Rules | 2007-01-19 | Paper |
Variance Reduction in Simulation via Random Hazards | 2007-01-19 | Paper |
On the Variance of the Hazard Estimator in Simulation | 2007-01-19 | Paper |
System Reliability By Simulation: Random Hazards Versus Importance Sampling | 2007-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3412561 | 2006-12-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3408861 | 2006-11-03 | Paper |
Estimating the Mean Cover Time of a Semi-Markov Process via Simulation | 2006-09-22 | Paper |
Distribution of the Time of the First k-Record | 2006-09-22 | Paper |
Policies without Memory for the Infinite-Armed Bernoulli Bandit under the Average-Reward Criterion | 2006-08-30 | Paper |
A probabilistic model for the survivability of cells | 2006-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5471427 | 2006-06-08 | Paper |
On increasing-failure-rate random variables | 2006-01-26 | Paper |
Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets | 2006-01-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q5716512 | 2006-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5465493 | 2005-08-09 | Paper |
A NOTE ON GENERATING SYSTEMS COMPOSED OF BINARY AND TERNARY RANDOM VARIABLES | 2005-06-21 | Paper |
COMPOUND RANDOM VARIABLES | 2005-05-09 | Paper |
Optimal admission control for a single-server loss queue | 2004-09-24 | Paper |
A NOTE ON THE INSURANCE RISK PROBLEM | 2004-02-15 | Paper |
The coupon-collector's problem revisited | 2003-11-17 | Paper |
Coalescing times for IID random variables with applications to population biology | 2003-11-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4416315 | 2003-07-31 | Paper |
HITTING TIME IN AN ERLANG LOSS SYSTEM | 2003-02-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4787536 | 2003-01-07 | Paper |
THE INSPECTION PARADOX | 2003-01-01 | Paper |
The coupon subset collection problem | 2002-10-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q2763298 | 2002-08-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4330131 | 2002-05-15 | Paper |
On the maximum number of Hamiltonian paths in tournaments | 2002-03-29 | Paper |
THE MEAN WAITING TIME FOR A PATTERN | 2001-10-09 | Paper |
Hitting time in an M/G/1 queue | 2001-01-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4509238 | 2000-10-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q4507776 | 2000-10-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4231919 | 2000-04-26 | Paper |
Using the Importance Sampling Identity to Bound Tail Probabilities | 2000-04-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4945025 | 2000-03-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4943606 | 2000-03-19 | Paper |
An Optimal Algorithm for Monte Carlo Estimation | 2000-03-19 | Paper |
PRICING EXOTIC OPTIONS | 2000-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4704020 | 1999-12-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4224236 | 1999-01-11 | Paper |
A PSEUDO COUNTEREXAMPLE TO A SIMULATION METATHEOREM | 1999-01-01 | Paper |
AVERAGE RUN LENGTHS FOR MOVING AVERAGE CONTROL CHARTS | 1999-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4372477 | 1997-12-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4367948 | 1997-12-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4362325 | 1997-10-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q5687553 | 1996-12-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4895141 | 1996-10-13 | Paper |
A simple derivation of exact reliability formulas for linear and circular consecutive-k-of-n: F systems | 1995-08-16 | Paper |
A new simulation estimator of system reliability | 1995-06-18 | Paper |
A TWO-ARMED BANDIT PROBLEM WITH ONE ARM KNOWN UNDER SOME CONSTRAINTS | 1994-12-12 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139839 | 1993-10-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4692560 | 1993-06-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4000020 | 1992-09-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3993079 | 1992-09-17 | Paper |
An optimal software debugging model | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3761346 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3706322 | 1986-01-01 | Paper |
Using Simulation to Estimate First Passage Distribution | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3791946 | 1985-01-01 | Paper |
Some Reliability Applications of the Variability Ordering | 1984-01-01 | Paper |
A model in which component failure rates depend on the working set | 1984-01-01 | Paper |
On the Use of Replacements to Extend System Life | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3733864 | 1984-01-01 | Paper |
A note on first passage times in birth and death and nonnegative diffusion processes | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3218851 | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3683893 | 1983-01-01 | Paper |
A simple heuristic approach to simplex efficiency | 1982-01-01 | Paper |
The observed hazard and multicomponent systems | 1982-01-01 | Paper |
On the Consecutive-k-of-n:F System | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3946929 | 1982-01-01 | Paper |
Minimizing expected makespan in stochastic open shops | 1982-01-01 | Paper |
Generalized Poisson shock models | 1981-01-01 | Paper |
A random graph | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3943723 | 1981-01-01 | Paper |
On the optimal assignment of servers and a repairman | 1980-01-01 | Paper |
On the Duration of the Problem of the Points | 1980-01-01 | Paper |
On the Number of Component Failures in Systems Whose Component Lives are Exchangeable | 1980-01-01 | Paper |
Scheduling Jobs Subject to Nonhomogeneous Poisson Shocks | 1980-01-01 | Paper |
Optimal list order under partial memory constraints | 1980-01-01 | Paper |
Multivalued state component systems | 1979-01-01 | Paper |
Adaptive disposal models | 1979-01-01 | Paper |
On the first time a separately maintained parallel system has been down for a fixed time | 1979-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3910280 | 1978-01-01 | Paper |
A Renewal Decision Problem | 1978-01-01 | Paper |
Average delay in queues with non-stationary Poisson arrivals | 1978-01-01 | Paper |
A heterogeneous arrival and service queueing loss model | 1978-01-01 | Paper |
Approximations in finite-capacity multi-server queues by Poisson arrivals | 1978-01-01 | Paper |
On the time to first failure in multicomponent exponential reliability systems | 1976-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4092698 | 1976-01-01 | Paper |
Optimal System Allocations with Penalty Costs | 1976-01-01 | Paper |
A note on optimal stopping for success runs | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4082527 | 1975-01-01 | Paper |
Evacuation of a Yule process with immigration | 1975-01-01 | Paper |
A Stochastic Sequential Allocation Model | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4130138 | 1975-01-01 | Paper |
Bounds on the delay distribution in GI/G/1 queues | 1974-01-01 | Paper |
Optimal Allocations in the Construction of k-Out-of-n Reliability Systems | 1974-01-01 | Paper |
Dynamic programming and gambling models | 1974-01-01 | Paper |
Assembly of systems having maximum reliability | 1974-01-01 | Paper |
Optimal Issuing Policies | 1973-01-01 | Paper |
Asymptotic Properties of Cumulative Processes | 1972-01-01 | Paper |
A Sequential Stochastic Assignment Problem | 1972-01-01 | Paper |
On the maximum of a stationary independent increment process | 1972-01-01 | Paper |
On optimal assembly of systems | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5670001 | 1972-01-01 | Paper |
Goofspiel — the game of pure strategy | 1971-01-01 | Paper |
Quality Control under Markovian Deterioration | 1971-01-01 | Paper |
Infinitesimal Look-Ahead Stopping Rules | 1971-01-01 | Paper |
The Streetwalker’s Dilemma: A Job Shop Model | 1971-01-01 | Paper |
Confidence Intervals for Independent Exponential Series Systems | 1971-01-01 | Paper |
On the Nonexistence of $|varepsilon$-Optimal Randomized Stationary Policies in Average Cost Markov Decision Models | 1971-01-01 | Paper |
Average cost semi-markov decision processes | 1970-01-01 | Paper |
Identifiability in GI/G/k queues | 1970-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5615108 | 1970-01-01 | Paper |
A Problem in Optimal Search and Stop | 1969-01-01 | Paper |
Optimal dispatching of a poisson process | 1969-01-01 | Paper |
A Markovian Replacement Model with a Generalization to Include Stocking | 1969-01-01 | Paper |
Some results for infinite server poisson queues | 1969-01-01 | Paper |
Non-Discounted Denumerable Markovian Decision Models | 1968-01-01 | Paper |
An Example in Denumerable Decision Processes | 1968-01-01 | Paper |
Arbitrary State Markovian Decision Processes | 1968-01-01 | Paper |