Browsing by Keywords "Markov processes"
Now showing items 1-20 of 58
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Analysis of concurrency control protocols for real-time database systems
(Elsevier, 1998)This paper provides an approximate analytic solution method for evaluating the performance of concurrency control protocols developed for real-time database systems (RTDBSs). Transactions processed in a RTDBS are associated ... -
Analysis of design parameters in safety-critical computers
(IEEE Computer Society, 2018)Nowadays, safety-critical computers are extensively used in many civil domains like transportation including railways, avionics, and automotive. In evaluating these safety critical systems, previous studies considered ... -
Analyzing large sparse Markov chains of Kronecker products
(IEEE, 2009)Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation ... -
An approximate analytical method of analysis of a threshold maintenance policy for a multiphase multicomponent model
(Springer, 2003)A multicomponent system is investigated that consists of n identical unreliable components whose nonfailure operating time consists of a number of sequential phases with exponential times. A maintenance policy is studied ... -
Automatic detection of compound structures by joint selection of region groups from a hierarchical segmentation
(Institute of Electrical and Electronics Engineers, 2016)A challenging problem in remote sensing image analysis is the detection of heterogeneous compound structures such as different types of residential, industrial, and agricultural areas that are composed of spatial arrangements ... -
Averaging methods for transient regimes in overloading retrial queueing systems
(Elsevier, 1999)A new approach is suggested to study transient and stable regimes in overloading retrial queueing systems. This approach is based on limit theorems of averaging principle and diffusion approximation types for so-called ... -
Bant genişliği kısıtı altında videonun en iyi iletimi
(IEEE, 2006-04)In this paper, we propose an optimal video streaming framework using retransmissions based on the theory of Markov Decision Processes (MDP). Using MDPs, we calculate average reward optimal policies so as to maximize the ... -
Block SOR for Kronecker structured representations
(Elsevier, 2004)The Kronecker structure of a hierarchical Markovian model (HMM) induces nested block partitionings in the transition matrix of its underlying Markov chain. This paper shows how sparse real Schur factors of certain diagonal ... -
Block SOR preconditioned projection methods for Kronecker structured Markovian representations
(SIAM, 2005)Kronecker structured representations are used to cope with the state space explosion problem in Markovian modeling and analysis. Currently, an open research problem is that of devising strong preconditioners to be used ... -
Compact representation of solution vectors in Kronecker-based Markovian analysis
(Springer, 2016-08)It is well known that the infinitesimal generator underlying a multi-dimensional Markov chain with a relatively large reachable state space can be represented compactly on a computer in the form of a block matrix in which ... -
Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering
(Elsevier, 2005)This paper presents an improved version of a componentwise bounding algorithm for the state probability vector of nearly completely decomposable Markov chains, and on an application it provides the first numerical results ... -
Computational methods for risk-averse undiscounted transient markov models
(Institute for Operations Research and the Management Sciences (I N F O R M S), 2014)The total cost problem for discrete-time controlled transient Markov models is considered. The objective functional is a Markov dynamic risk measure of the total cost. Two solution methods, value and policy iteration, are ... -
Computationally efficient optimization of stock pooling and allocation levels for two-demand-classes under general lead time distributions
(Taylor and Francis Ltd., 2016)In this article we develop a procedure for estimating service levels (fill rates) and for optimizing stock and threshold levels in a two-demand-class model managed based on a lot-for-lot replenishment policy and a static ... -
Computing moments of first passage times to a subset of states in Markov chains
(SIAM, 2005)This paper presents a relatively efficient and accurate method to compute the moments of first passage times to a subset of states in finite ergodic Markov chains. With the proposed method, the moment computation problem ... -
Conditional steady-state bounds for a subset of states in Markov chains
(ACM, 2006-10)The problem of computing bounds on the conditional steady-state probability vector of a subset of states in finite, ergodic discrete-time Markov chains (DTMCs) is considered. An improved algorithm utilizing the strong ... -
Decompositional analysis of Kronecker structured Markov chains
(Kent State University, 2008)This contribution proposes a decompositional iterative method with low memory requirements for the steadystate analysis ofKronecker structured Markov chains. The Markovian system is formed by a composition of subsystems ... -
Detection of compound structures by region group selection from hierarchical segmentations
(IEEE, 2016-07)Detection of compound structures that are comprised of different arrangements of simpler primitive objects has been a challenging problem as commonly used bag-of-words models are limited in capturing spatial information. ... -
Detection of compound structures using multiple hierarchical segmentations
(IEEE, 2014)In this paper, we present a method for automatic compound structure detection in high-resolution images. Given a query compound structure, our aim is to detect coherent regions with similar spatial arrangement and ... -
Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model
(2013)An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option ... -
Economic design of EWMA control charts based on loss function
(Elsevier, 2009)For monitoring the stability of a process, various control charts based on exponentially weighted moving average (EWMA) statistics have been proposed in the literature. We study the economic design of EWMA-based mean and ...
