Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems

DOI10.1137/S0895479895293442MaRDI QIDQ4337393zbMATH OpenOpenAlexFDO

Authors

Publication date 22 January 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479895293442

zbMATH Keywords

algorithmsconvergencenumerical resultsqueueing systemspreconditioned conjugate gradient methodmanufacturing systemscommunication systemsATM networksMarkov-modulated Poisson processhedging point policydata traffic systems

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Iterative numerical methods for linear systems (65F10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Production models (90B30)

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(18)

• An inventory model for manufacturing systems with delivery time guarantees.
• Estimating the parameters of a seasonal Markov-modulated Poisson process
• Dynamic policies for resource reallocation in a robotic mobile fulfillment system with time-varying demand
• Multipreconditioned GMRES for simulating stochastic automata networks
• Exact algorithms for singular tridiagonal systems with applications to Markov chains
• Multigrid algorithm from cyclic reduction for Markovian queueing networks
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• Scientific applications of iterative Toeplitz solvers
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• Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
• Approximate evaluation of multi-location inventory models with lateral transshipments and hold back levels
• Iterative methods for flexible manufacturing systems
• Sensitivity analysis of machine repair problems in manufacturing systems with service interruptions
• Markovian approximation for manufacturing systems of unreliable machines in tandem
• Boundary value methods for solving transient solutions of Markovian queueing networks
• Circulant preconditioners for failure prone manufacturing systems
• Integrated inventory management and supplier base reduction in a supply chain with multiple uncertainties

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