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作者：CHEN, H; YAO, DD
作者单位：New Jersey Institute of Technology; Columbia University
摘要：Motivated by modeling manufacturing systems in which job arrivals and processing times are essentially deterministic, but the environment is typically random, we develop a fluid model with random disruptions. The quality and relevance of such a model are supported by the following facts which we establish in this study. The fluid model is more susceptible to analysis: Its (dynamical) sample paths are continuous and piecewise linear, and its stationary behavior can be studied using standard app...
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作者：DARYANANI, S; MILLER, DR
作者单位：George Mason University; George Washington University
摘要：We develop iterative computational formulas for the steady-state probabilities of an exponential single-channel repair facility with multiple Poisson sources and a dynamic return policy. Such facilities occur as part of multi-echelon repairable item provisioning systems in which backorders are filled according to need instead of FIFO or SIRO policies. Some computational examples are given which show the difference in system performance. Our analysis is an example of the state-reduction computa...
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作者：KELLA, O; WHITT, W
作者单位：AT&T; Nokia Corporation; Nokia Bell Labs
摘要：Motivated by queues with service interruptions, we consider an infinite-capacity storage model with a two-state random environment. The environment alternates between up and down states. In the down state, the content increases according to one stochastic process; in the up state, the content decreases according to another stochastic process. We describe the steady-state behavior of this system under assumptions on the component stochastic elements. For the special case of deterministic linear...
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作者：KULKARNI, VG; CHIMENTO, PF
作者单位：International Business Machines (IBM); IBM USA
摘要：In this paper, we consider the problem of scheduling n tasks on two processors. The processing times of the n tasks are i.i.d. exponential random variables. The precedence constraints among the n tasks form an in-tree. The two processors are subject to failure and repair in a completely arbitrary manner, but are independent of the task processing times. We introduce the concept of stochastic partial ordering on random in-trees and show that among all policies, the highest level first (HLF) pol...
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作者：LEUNG, KK
摘要：We analyze an M/G/1 queue with generalized vacations and exhaustive service. This system has been shown to possess a stochastic decomposition property. That is, the customer waiting time in this system is distributed as the sum of the waiting time in a regular M/G/1 queue with no vacations and the additional delay due to vacations. In this paper, a general formula for the additional delay is derived for a wide class of vacation policies. The formula is also extended to cases with multiple type...
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作者：POSNER, MJM; ZUCKERMAN, D
作者单位：Hebrew University of Jerusalem
摘要：This paper considers optimal public policies regarding R&D programs in a random environment. For a stochastic R&D decision model without rivalry, we investigate and derive the privately and the socially optimal policies. The study focuses on the socially optimal R&D program and its inducement by governmental incentives. The appropriate instruments that should be employed in supporting R&D projects are examined. Our proposed R&D model provides a theoretical economic justification for public int...
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作者：ROSENBLUM, DM
摘要：Customers on an S-server queue with exponential service times face losses due to waiting that are proportional to waiting time, with different loss rates. Customers are otherwise identical. They have complete knowledge of each other's loss rates. Instead of bribing a queue manager for priority assignment, they buy and sell queue positions among themselves. It is shown that the resulting market in queue positions optimally allocates waiting time. The transactions that can occur are completely c...
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作者：RYAN, SM; MAZUMDAR, M
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：The cost of producing electric power at a given time depends on the demand and the set of generating units that are available. We present a Markovian model of the generation system together with a deterministic, time-varying demand function that yields a stochastic integral for the production cost over a time interval. The variance of this integral may be computed exactly by enumerating states. An expression for the integrand is developed in which the deterministic time variation is decoupled ...
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作者：SHANTHIKUMAR, JG; YAO, DD
作者单位：Columbia University
摘要：In many multiclass queueing systems, certain performance measures of interest satisfy strong conservation laws. That is, the total performance over all job types is invariant under any nonidling service control rule, and the total performance over any subset (say A) of job types is minimized or maximized by offering absolute priority to the types in A over all other types. We develop a formal definition of strong conservation laws, and show that as a necessary consequence of these strong conse...
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作者：SIMON, B
摘要：Let rho be the traffic intensity of an open queueing system, and let f(rho), 0 less-than-or-equal-to rho < 1 be a function, such as an average queue length or sojourn time. A relationship between the light and heavy traffic limits of f is found that is asymptotically exact for high-order light traffic limits (derivatives at rho = 0). This simple but unexpected result provides a natural method for approximating f based on partial information. The approximation it provides turns out to be identi...
