Mean completion time for a randomly varying rate of work

DOI10.1080/07362994.2020.1861953MaRDI QIDQ3383681zbMATH OpenOpenAlexFDO

Authors

Publication date 16 December 2021

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2020.1861953

zbMATH Keywords

first exit timestochastic differential equationstochastic model

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Computation of the distribution of the completion time when the work requirement is a ph random variableThis work was supported in part by the US Office of Naval Research under Contract no. N3014-88-K-0623, by NASA under Grant NAG-1-70, and by the Italian National Research Council CNR under the project “Material and Devices for Solid State Electronics” Grant no. 86.02177.61.
• A lower bound for weighted completion time variance
• Estimating Time Averages via Randomly-Spaced Observations
• scientific article; zbMATH DE number 1559454
• On the completion time of a job processed on an unreliable machine
• Minimizing the average deviation of job completion times about a common due date
• Minimizing mean absolute deviation of completion times about a common due date
• The completion time of a job on multimode systems
• Minimizing weighted mean absolute deviation of job completion times from their weighted mean

Cites work

• Aesop's moral on success
• An introduction to differential equations. Vol. 2. Stochastic modeling, methods, and analysis.
• Construction of Equivalent Stochastic Differential Equation Models
• Environmental variability and mean-reverting processes
• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
• scientific article; zbMATH DE number 5946386 (Why is no real title available?)
• Numerical solution of SDE through computer experiments. Including floppy disk
• Stationary Analysis of a Fluid Queue with Input Rate Varying as an Ornstein–Uhlenbeck Process
• Stochastic modelling of environmental variation for biological populations

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