scientific article

From MaRDI portal
Publication:3218851

zbMath0555.60002MaRDI QIDQ3218851

Sheldon M. Ross

Publication date: 1983


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Optimally designed renewal reward processes: General framework and applications, The preservation of likelihood ratio ordering under convolution, Proactive and reactive strategies for resource-constrained project scheduling with uncertain resource availabilities, The discrete time Geom/Geom/1 queue with multiple working vacations, Joint insurance and capitalization costs, Environmentally transmitted parasites: host-jumping in a heterogeneous environment, Some limit theorems for cumulative processes with applications to sojourn times, Stochastic flows on a countable set: Convergence in distribution, Uniform limit theorems for Harris recurrent Markov chains, Joint optimization of condition-based maintenance and production lot-sizing, A diffusion limit for a class of randomly-growing binary trees, A queueing model for managing small projects under uncertainties, An extension and implications of the inspection paradox, On convolution equivalence with applications, Relation between states observed by arriving and departing customers in bulk systems, Optimal level of diagnostics in distributed communication systems, Optimal promotion planning -- depth and frequency -- for a two-stage supply chain under Markov switching demand, On queueing network models of flexible manufacturing systems, The throughput rate of serial production lines with deterministic process times and random setups: Markovian models and applications to semiconductor manufacturing, Markov chain models of a telephone call center with call blending, Comparisons of elimination by aspects and supression of aspects choice models based on choice response time, Further remarks on queueing network theory, Controlling adverse effect on work in process inventory while reducing machine setup time, Markov and Markov reward model transient analysis: An overview of numerical approaches, Optimal policy surfaces for a multi-item inventory problem, Revisiting the model of servicing machines with repairable service facility---a new analyzing idea and some new results, Parametric probabilistic transition systems for system design and analysis, Risk attitude under random utility, Individual-based models for stage structured populations: Formulation of ``no regression development equations, Approximation method for \(M/PH/1\) retrial queues with phase type inter-retrial times, On sample spacings from IMRL distributions, Joint product durability and lot sizing models, Determining the optimal warranty price based on the producer's and customers' risk preferences, Analytical depoissonization and its applications, Scheduling on a two-machine flowshop subject to random breakdowns with a makespan objective function, POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks, Selling to the ``newsvendor with a forecast update: analysis of a dual purchase contract, The Poisson shot noise model of visual short-term memory and choice response time: normalized coding by neural population size, Target containment control of multi-agent systems with random switching interconnection topologies, Stochastic accumulation of information in discrete time: Comparing exact results and Wald approximations, Steady-state sample path derivative estimators, Strong consistency of sample path derivative estimates, Determining the control limit policy in a replacement model with linear restoration, Labour costs and queueing theory in retailing, The Fourier-series method for inverting transforms of probability distributions, On optimal lateness and tardiness scheduling in real-time systems, Dispersivity and stochastic majorization, Control of a random walk with noisy delayed information, The effect of preferential mixing on the growth of an epidemic, Optimal preventive maintenance policies in an M/G/1 queue-like production system, The finite-time ruin probability for ND claims with constant interest force, Policy iteration and Newton-Raphson methods for Markov decision processes under average cost criterion, Scheduling stochastic jobs with increasing hazard rate on identical parallel machines, Heavy traffic analysis for EDF queues with reneging, Diversification under yield randomness in inventory models, An optimization of a continuous time risk process, From Poisson shot noise to the integrated Ornstein-Uhlenbeck process: neurally principled models of information accumulation in decision-making and response time, Evaluating project completion times when activity times are Weibull distributed, On optimal replacement-repair policy for multi-state deteriorating products under renewing free replacement warranty, Point ordering with natural distance based on Brownian motion, Nonparametric estimation of some important indicators in reliability for semi-Markov processes, Fluctuations of stock price model by statistical physics systems, Quasi Markovian behavior in mixing maps, Ordering comparison of negative binomial random variables with their mixtures, Some results on generalized ageing classes, Ruin probability and local ruin probability in the random multi-delayed renewal risk model, Non-probabilistic convex model process: a new method of time-variant uncertainty analysis and its application to structural dynamic reliability problems, Composing batches with yield uncertainty, Inventory models with general backorder costs, Properties of the Esscher premium calculation principle, Ruin probability by operational calculus, Scheduling stochastic jobs with due dates on parallel machines, Exact Bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous Poisson process, The joint distribution of the number of occurrences of two interrelated Poisson processes, Predictive analyses for nonhomogeneous Poisson processes with power law using Bayesian approach, Bayesian nearest-neighbor analysis via record value statistics and nonhomogeneous spatial Poisson processes, On managing operating capacity to reduce congestion in service systems, Analysis of \(M/G/1\) queues with delayed vacations and exhaustive service discipline, Optimization models for the first arrival target distribution function in discrete time, Rasch-representable reaction time distributions, A note on the hypercube model, Aging properties and bounds for ruin probabilities and stop-loss premiums, The impact of preventive maintenance on system cost and buffer size, Design of double CUSUM quality control schemes, Rank-based selection strategies for the random walk process, Continuous-review inventory problem with random supply interruptions, Wavelet density estimation for stratified size-biased sample, Moments' analysis in homogeneous Markov reward models, Two-dimensional cargo overbooking models, Efficiency comparison between mean and log-rank tests for recurrent event time data, Reliable tool replacement policy for quality and cost, Directional decay of the Green's function for a random nonnegative potential on \(\mathbb{Z}^d\), Extending attributes page: a scheme for enhancing the reliability of storage system metadata, Analysis of the machine repair problem: A diffusion process approach, Stable strategies for processor sharing systems, Parametric stochastic convexity and concavity of stochastic processes, Cyclic service queues with very short service times, Optimal maintenance, repair, and replacement for Great Lakes marine diesels, Bedienungstheorie: Tendenzen und neuere Entwicklungen. (Servicing theory: Tendencies and new developments), Production planning with discounting and stochastic demands, Improving hit-and-run for global optimization, Coincidence detectors and two-pulse visual temporal integration: New theoretical results and comparison with data, Risk theory in a stochastic economic environment, APPLICATIONS OF LIKELIHOOD RATIO ORDER IN BAYESIAN INFERENCES, LOG-CONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS, ON INTERVAL AND INSTANT AVAILABILITY OF THE SYSTEM, REGENERATIVE MUTATION PROCESSES RELATED TO THE SELFDECOMPOSABILITY OF SIBUYA DISTRIBUTIONS, Characterization of optimal order of servers in a tandem queue with blocking, Overdispersed and underdispersed Poisson generalizations, FFD bin packing for item sizes with uniform distributions on \([0,\frac12\).], A model for lumpy demand parts in a multi-location inventory system with transshipments, Environmental Applications Based on Birnbaum–Saunders Models, Upper bounds on the expected time to ruin and on the expected recovery time, The generalized HNBUE (HNWUE) class of life distributions, Optimal couplings are totally positive and more, A Stochastic Levenberg--Marquardt Method Using Random Models with Complexity Results, Asymptotic ruin probabilities of a dependent renewal risk model based on entrance processes with constant interest rate, Analysis of a model of batch arrival single server queue with random vacation policy, The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims, A Monte Carlo simulation method for non-random vibration analysis, Separation of Perishable Inventories in Offline Retailing Through Transshipment, An adjusted cumulative Kullback-Leibler information with application to test of exponentiality, Orderings of risks: A comparative study via stop-loss transforms, Testing for monotonicity in the intensity of a nonhomogeneous Poisson process, Some significant improvements for interval process model and non-random vibration analysis method, Elitism and stochastic dominance, Random \(a\)-adic groups and random net fractals, SOME SUFFICIENT CONDITIONS FOR RELATIVE AGING OF LIFE DISTRIBUTIONS, A continuous review replenishment-disposal policy for an inventory system with autonomous supply and fixed disposal costs, Mean residual life ordering, Preservation properties for the mean residual life ordering, Model development with Maple in PhD-level management science courses: a personal account, Modeling and analysis of a supply--assembly--store chain, Replacement times and costs in a degrading system with several types of failure: the case of phase-type holding times, Stochastic comparisons of mixtures of parametric families in stochastic epidemics, Optimal policies of non-cross-resistant chemotherapy on Goldie and Coldman's cancer model, Stochastic comparisons of order statistics and spacings: a review, The \(M/M/N\) repairable queueing system with variable breakdown rates, Using chaos to control chaotic systems., Optimization under the PMλ,τ policy of a finite dam with both continuous and jumpwise inputs, Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls, A model of multiple nested inspections at different intervals, Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach, On the convexity of the two-threshold policy for an \(M/G/1\) queue with vacations, Reading policies for joins: an asymptotic analysis, Sample-path insensitivity of symmetric queues in discrete-time, Adaptive Cascade, An Empirical Approach to the Normality of π, Stochastic single machine scheduling subject to machines breakdowns with quadratic early-tardy penalties for the preemptive-repeat model, Uniform CLT for Markov chains with a countable state space, Optimal maintenance service contract negotiation with aging equipment, Reserve stock models: deterioration and preventive replenishment, The probabilities of absolute ruin in the renewal risk model with constant force of interest, M/GI/1 queues with services of both positive and negative customers, Efficient implementations of the randomization method with control of the relative error, Unreliable production-inventory systems with hyper-exponential renewal demand processes, Global and local covert visual attention: evidence from a Bayesian hidden Markov model, Analysis of third-party warehousing contracts with commitments, Relations between control chart design variables and production control, Comparison of individual risk models, Modelling of dependence between critical failure and preventive maintenance: the repair alert model, Sufficient conditions for stochastic equality of two distributions under some partial orders, Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects, A dynamic two-segment partial backorder control of \((r,Q)\) inventory system, The effect of omitted covariates in marginal and partially conditional recurrent event analyses, Stochastic Analysis of an M/G/1 Retrial Queue with FCFS, Demand for risky financial assets: A portfolio analysis, A translated renewal model with cost optimization applications, Connections of Gini, Fisher, and Shannon by Bayes risk under proportional hazards, Comparison Results for Branching Processes in Random Environments, Optimal Control of a Large Dam, Batch arrival queues with vacations and server setup, Optimal portfolio problem with unknown dependency structure, Exploding Offers, Characterizations of gamma, inverse Gaussian, and negative binomial distributions via their length-biased distributions, On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier, The finite-time ruin probability of the compound Poisson model with constant interest force, On an unreliable retrial queue with general repeated attempts and \(J\) optional vacations, The BRS-inequality and its applications, Average cost under the PMλ, τ policy in a finite dam with compound Poisson inputs, Convergence rates of wavelet density estimators for strongly mixing samples, Risk reducers in convex order, Regenerative processes for Poisson zero polytopes, Lorenz ranking of income distributions, Asymptotics for the time of ruin in the war of attrition, CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL, Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains, Marking optimization of stochastic timed event graphs using IPA, Hashing with Linear Probing under Nonuniform Probabilities, Loading and Sequencing on Parallel Machines, Ordering policies under currency risk sharing agreements: a Markov chain approach, Decreasing Marginal Value of Information Under Symmetric Loss, Failure rate properties of parallel systems, Lot streaming for quality control in two-stage batch production, General convex stochastic orderings and related martingale-type structures, A Strong Law for the Size of Yule M-Oriented Recursive Trees, Performance optimization for a class of generalized stochastic Petri nets, General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes, Online retailers' promotional pricing, free-shipping threshold, and inventory decisions: a simulation-based analysis, The epigenetic consensus problem, Elaboration Models with Symmetric Information Divergence, Multivariate wavelet density estimation for strong mixing stratified size-biased sample, Balancing \(m\)-ary search trees with compressions on the fringe, Weighted U-statistics for likelihood-ratio ordering of bivariate data, Basics of \textit{Kaiyu} Markov models: reproducibility theorems -- a validation of the infinite \textit{Kaiyu} representation, Age-based vs. stock level control policies for a perishable inventory system, Task allocation in multiserver systems -- a survey of results., Optimal partitioning of groups in selecting the best choice, A generalized oil exploration problem, Reliability of systems subjects to shocks with a stochastic dependence of the damages, Trend analysis and prediction procedures for time nonhomogeneous claim processes, Tentative and definite distributed computations: An optimistic approach to network synchronization, Convexity of single stage queueing systems with bulk arrival, Analyzing household brand switching: A stochastic model, Lifelength in a random environment, The structure of departure process and optimal control strategy \(N^*\) for \(Geo/G/1\) discrete-time queue with multiple server vacations and \(\mathrm{Min}(N,V)\)-policy, An approximation method for the \(M/G/1\) retrial queue with general retrial times, Preemptive spatial competition under a reproduction-mortality constraint, Mean residual life and increasing convex comparison of shock models, Tandem queue with group arrivals and no intermediate buffer, Refinements and distributional generalizations of Lundberg's inequality, A note on Jackson networks with state-dependent rejection probabilities, Renewal theory and natural resource regulatory policy under uncertainty, Control and scheduling in a two-station queueing network: Optimal policies and heuristics, True integer value time series, Estimating the stationary distribution in a \(GI/M/1\)-queue, On the approximation of the stationary distribution of a monotone stochastic Markov chain, A rule of thumb (not only) for gamblers, Monotone effect of dependency between interarrival and service times in a simple queueing system, Likelihood ratio and a class of strong laws for the sequence of integer- valued random variables, Multivariate dispersion orderings, On the minimum of independent geometrically distributed random variables, Discrete storage processes and their Poisson flow and fluid flow approximations, On the preservation of some orderings of risks under convolution, A stochastic population model for high demand CCRCs, Performance comparisons for maintained items, An analytical approach to determine the window fill rate in a repair shop with cannibalization, Optimal hazard models based on partial information, Estimation for renewal processes with unobservable gamma or Erlang interarrival times, On the probability distribution of total quality under sublot inspection and process restoration, A partially observable decision problem under a shifted likelihood ratio ordering, Optimal scheduling policies in time sharing service systems, A weakly dependence structure of multivariate processes, ``Quasifundamental variation in a price level and the inflation rate, Estimation methods for passage times using one-dependent cycles, The inspection paradox with random time, Branching process models for mutant genes in nonstationary populations, Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible, A new non-parametric estimator for instant system availability, Stochastic comparisons and bounds for aging renewal process shock models and their applications, Superposition of renewal processes in a random environment, Optimal control of multiclass parallel service systems, A note on reliability properties of \(k\)-record statistics, Markovian queueing models with periodic-review, Some improvements on the Lundberg bound for the ruin probability, The marginal cost analysis and its application to repair and replacement policies, \(N\) parallel queueing systems with server breakdown and repair, Design of optimal maintenance policies based on on-line sampling plans, Mittag-Leffler function distribution -- a new generalization of hyper-Poisson distribution, Alternating event processes during lifetimes: population dynamics and statistical inference, Ordering ruin probabilities for dependent claim streams., Stochastic comparisons of Poisson and binomial random variables with their mixtures., On the optimal allocation of an active redundancy in a two-component series system., Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization., Stochastic models and descriptive statistics for phylogenetic trees, from Yule to today., Solving large interval availability models using a model transformation approach, Performability: Asymptotic distribution and moment computation, On the effect of demand randomness on inventory, pricing and profit, Optimal replacement policy for a deteriorating system with increasing repair times, Tandem queues with general blocking: A unified model and comparison results, Operating efficiency and output insensitive employment contracts for capital management, An \((s,S)\) random lifetime inventory model with a positive lead time, Renewal reward processes with fuzzy rewards and their applications to \(T\)-age replacement policies, A theorem on parallel processing models with a generalized stopping rule, The ageing curve and partial orderings of life distributions, On replacement policies for additive systems with several working levels, Generalization of an inequality of Birnbaum and Marshall, with applications to growth rates for submartingales, A proof of the Markov chain tree theorem, A general counter model for refractory phenomena, Sample-path analysis of processes with imbedded point processes, Quality control of the M/G/1 queue, Optimal intensity control of a multi-class queue, Performability analysis for degradable computer systems, Replacement-repair policy for multi-state deteriorating products under warranty, On new renewal better than used classes of life distributions, Some weighted distribution results on univariate and bivariate cases, Likelihood ratio ordering of order statistics, On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint., Analysis of multi-server queues with station and server vacations, Two limit theorems for queueing systems around the convergence of stochastic integrals with respect to renewal processes, An \(M/M/c\) type of queueing model with \((R_ i,r_ i)\) switch-over policy, Selectivity estimation of temporal data manipulations, Selective influence and response time cumulative distribution functions in serial-parallel task networks., Huffman algebras for independent random variables, Measuring the severity of unemployment, A \(P_{\lambda}^M\)-policy for an \(M/G/1\) queueing system, Some results on successive failure times of a system with minimal instantaneous repairs, Extensions of Ohlin's lemma with applications to optimal reinsurance structures, Virus tests to maximize availability of software systems, A single server queue with cyclically indexed arrival and service rates, Generalized \(M/G/C/C\) state dependent queueing models and pedestrian traffic flows, Optimal order of servers in a tandem queue with general blocking, On likelihood-ratio ordering of order statistics, Schur properties of convolutions of exponential and geometric random variables, Solution algorithms for a nonhomogeneous multi-component inspection model, Kinetics of interactions between drugs and receptors: Stochastic conception, Allocation of service time in a two-server system, The first return time test of pseudorandom numbers