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作者：Goldsman, D; Kang, KB; Seila, AF
作者单位：University System of Georgia; Georgia Institute of Technology; United States Department of Defense; United States Navy; Naval Postgraduate School; University System of Georgia; University of Georgia
摘要：We study estimators for the variance parameter sigma(2) of a stationary process. The estimators are based on weighted Cramer-von Mises statistics, and certain weightings yield estimators that are first-order unbiased for sigma(2). We derive an expression for the asymptotic variance of the new estimators; this expression is then used to obtain the first-order unbiased estimator having the smallest variance among fu;ed-degree polynomial weighting functions. Our work is based on asymptotic theory...
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作者：Kitaev, MY; Serfozo, RF
作者单位：Lomonosov Moscow State University; University System of Georgia; Georgia Institute of Technology
摘要：This paper considers an M/M/1 queueing system with dynamically controlled arrival and service rates. At each arrival or service completion epoch, a decision maker chooses a pair of arrival and service rates from a finite set, and the system operates under these rates until the next arrival or service completion. There is a switching cost for changing the rates, and there is a cost per unit time of holding customers and using the arrival and service rates. The results describe natural condition...
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作者：Greiner, M; Jobmann, M; Lipsky, L
作者单位：Technical University of Munich; University of Connecticut
摘要：Power-tail distributions are those for which the reliability function is of the form x(-alpha) for large x. Although they look well behaved, they have the singular property that E(X-l) = infinity for all l greater than or equal to alpha. Thus it is possible to have a distribution with an infinite variance, or even an infinite mean. As pathological as these distributions seem to be, they occur everywhere in nature, from the CPU time used by jobs on main-frame computers to sizes of files stored ...
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作者：Dial, RB
摘要：The conclusion of a two-part series, this paper devises an algorithm that finds a system of optimal tolls in a road network whose trips have a stochastic value of time. As formulated in Part I, the model is a variational inequality, equivalent to a specialized bicriterion equilibrium traffic assignment whose solution reflects a traffic how simultaneously user- and system-optimal. To compute these optimal tolls, our algorithm uses restricted simplicial decomposition. It solves the subproblem (d...
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作者：Feng, YY; Xiao, BC
作者单位：National University of Singapore; Long Island University; Long Island University Post; Seton Hall University
摘要：This article presents a risk-sensitive pricing model to maximize sales revenue of perishable commodities with fixed capacity and finite sales horizon. The model assumes a pair of predetermined prices and the Poisson demand process whose intensity is a decreasing function of price. When optimizing the expected revenue, management takes business risk into account by adding a penalty (or premium) to the objective function. We solve the continuous-time model with the exact solution in closed form....
