-
作者：Andersson, H
作者单位：Stockholm University
摘要：We consider a simple stochastic discrete-time epidemic model in a large closed homogeneous population that is not necessarily homogeneously mixing. Rather, each individual has a fixed circle of acquaintances and the epidemic spreads along this social network. In case the number of initially infective individuals stays small, a branching process approximation for the number of infectives is in force. Moreover, we provide a deterministic approximation of the bivariate process of susceptible and ...
-
作者：Kaspi, H; Mandelbaum, A
作者单位：Technion Israel Institute of Technology
摘要：We analyze Gittins' Markovian model, as generalized by Varaiya, Walrand and Buyukkoc, in discrete and continuous time. The approach resembles Weber's modification of Whittle's, within the framework, of both multiparameter processes and excursion theory. It is shown that index-priority strategies are optimal, in concert with all the special cases that have been treated previously.
-
作者：Koehler, JR; Puhalskii, AA; Simon, B
作者单位：University of Colorado System; University of Colorado Denver
摘要：Consider a function f: B --> R, where B is a compact subset of Rm and consider a simulation used to estimate f(x), x epsilon B with the following properties: the simulation can switch from, one x epsilon B to another in zero time, and a simulation at x lasting t units of time yields a random variable with mean f(x) and variance nu(x)/t. With such a simulation we can divide T units of time into as many separate simulations as we like. Therefore, in principle we can design an experiment that spe...
-
作者：Weerasinghe, APN
作者单位：Iowa State University
摘要：We study an investment decision problem for an investor who has available a risk-free asset (such as a bank account) and a chosen risky asset. It is assumed that the interest rate for the risk-free asset is zero. The amount invested in the risky asset is given by an It (o) over cap process with infinitesimal parameters mu(.) and sigma(.), which come from a control set. This control set depends on the investor's wealth in the risky asset. The wealth can be transferred between the two assets and...
