带负顾客和不耐烦顾客的离散时间Geo/G/1重试排队

考虑了一个带负顾客和不耐烦顾客且重试时间为一般分布的离散时间Geo/G/1重试排队系统. 负顾客带走一个正在服务的顾客, 而对重试组中的顾客无影响.正顾客到达系统若遇服务器忙则可能进入重试组也可能离开系统.通过对此排队系统的嵌入马氏链进行分析, 得到了重试组队长和系统队长的概率母函数. 进而得到了一系列重要的排队指标. 此外, 还推导出了系统的稳态存在条件. 以及对无负顾客和不耐烦顾客时的特例进行了分析. 最后通过几个具体的数值实例演示了一些参数对系统关键性能指标的影响.     

Queue Size Distribution of Geo/G/1 Queue Under the Min(N,D)-Policy

This paper considers a discrete-time Geo/G/1 queue under the Min(N,D)-policy in which the idle server resumes its service if either N customers accumulate in the system or the total backlog of the service times of the waiting customers exceeds D,whichever occurs first(Min(N,D)-policy).By using renewal process theory and total probability decomposition technique,the authors study the transient and equilibrium properties of the queue length from the beginning of the arbitrary initial state,and obtain both the recursive expression of the z-transformation of the transient queue length distribution and the recursive formula for calculating the steady state queue length at arbitrary time epoch n~+.Meanwhile,the authors obtain the explicit expressions of the additional queue length distribution.Furthermore,the important relations between the steady state queue length distributions at different time epochs n~-,n and n~+ are also reported.Finally,the authors give numerical examples to illustrate the effect of system parameters on the steady state queue length distribution,and also show from numerical results that the expressions of the steady state queue length distribution is important in the system capacity design.     

具有负顾客到达和RCH移除策略的GI/D-MSP/1/N离散时间排队系统

综合运用补充变量方法和基于条件概率矩阵迭代的嵌入Markov链方法研究了具有负顾客到达和RCH移除策略的离散时间GI/D-MSP/1/N排队系统. 获得了稳态情形下正顾客到达前夕, 任意时隙分点以及外部观测时刻的三种队长分布. 并进一步讨论了可入系统正顾客的等待时间分布. 最后通过几个特殊情形下的数值算例验证了计算方法理论分析的正确性.     

A discrete-time Geo/G/1 retrial queue with J-vacation policy and general retrial times

The authors discuss a discrete-time Geo/G/1 retrial queue with J-vacation policy and general retrial times. As soon as the orbit is empty, the server takes a vacation. However, the server is allowed to take a maximum number J of vacations, if the system remains empty after the end of a vacation. If there is at least one customer in the orbit at the end of a vacation, the server begins to serve the new arrivals or the arriving customers from the orbit. For this model, the authors focus on the steady-state analysis for the considered queueing system. Firstly, the authors obtain the generating functions of the number of customers in the orbit and in the system. Then, the authors obtain the closed-form expressions of some performance measures of the system and also give a stochastic decomposition result for the system size. Besides, the relationship between this discrete-time model and the corresponding continuous-time model is also investigated. Finally, some numerical results are provided.     

负顾客及反馈的 Geo/Geo/1 多重工作休假排队系统的稳态队长分布

综合利用离散补充变量法、矩阵几何解及拟生灭链的方法研究了带有负顾客及伯 努利反馈的Geo/Geo/1多重工作休假排队系统. 首先运用离散补充变量方法得 到了此复杂系统的转移概率矩阵. 其次, 再利用矩阵几何解及拟生灭链的技术通 过解方程组获得了队长的稳态分布、平均队长及稳态队长的随机分解结果. 最后, 通过引入数值例子, 作出了系统的二维图形, 进而可以更直观地分析一些参数 对系统性能的影响.     

基于M/M/1/SV排队的均衡门限策略

考虑单重休假M/M/1排队, 在部分可视的前提下, 研究顾客的均衡门限策略, 首次将单重休假机制引入到连续时间排队经济学模型中. 系统的决策主体是顾客, 突破了以往只注重服务机构单方面行为的局限. 基于“收入-支出”结构, 利用马尔可夫过程理论, 通过求解差分方程, 分析了系统的稳态行为, 得到了顾客的平均逗留时间; 进而构造适当的函数, 给出了寻找 均衡纯门限策略, 均衡混合门限策略的具体方法并证明之; 而后在不同的策略下, 得出了系统的稳态分布和均衡社会收益; 最后, 通过数值实验分析了均衡行为的各指标对系统参数的敏感性. 研究结果为顾客决策提供了优化建议, 同时为管理者研究系统中的定价问题提供了理论参考.     

Discrete-time Geo/G/1 retrial queues with general retrial time and Bernoulli vacation

This paper considers a discrete-time Geo/G/1 retrial queue where the retrial time has a general distribution and the server is subject to Bernoulli vacation policy.It is assumed that the server, after each service completion,begins a process of search in order to find the following customer to be served with a certain probability,or begins a single vacation process with complementary probability. This paper analyzes the Markov chain underlying the queueing system and obtain its ergodicity condition.The generating functions of the number of customers in the orbit and in the system are also obtained along with the marginal distributions of the orbit size when the server is idle,busy or on vacation.Finally,the author gives two stochastic decomposition laws,and as an application the author gives bounds for the proximity between the system size distributions of the model and the corresponding model without retrials.     

Performance Analysis of a Discrete-Time Queue with Working Breakdowns and Searching for the Optimum Service Rate in Working Breakdown Period

This paper deals with a discrete-time Geo/Geo/1 queueing system with working breakdowns in which customers arrive at the system in variable input rates according to the states of the server. The server may be subject to breakdowns at random when it is in operation. As soon as the server fails, a repair process immediately begins. During the repair period, the defective server still provides service for the waiting customers at a lower service rate rather than completely stopping service.We analyze the stability condition for the considered system. Using the probability generating function technique, we obtain the probability generating function of the steady-state queue size distribution.Also, various important performance measures are derived explicitly. Furthermore, some numerical results are provided to carry out the sensitivity analysis so as to illustrate the effect of different parameters on the system performance measures. Finally, an operating cost function is formulated to model a computer system and the parabolic method is employed to numerically find the optimum service rate in working breakdown period.     

Queue size distribution of Geo/G/1 queue under the Min(<Emphasis Type="Italic">N,D</Emphasis>)-policy

This paper considers a discrete-time Geo/G/1 queue under the Min(N,D)-policy in which the idle server resumes its service if either N customers accumulate in the system or the total backlog of the service times of the waiting customers exceeds D, whichever occurs first (Min(N,D)-policy). By using renewal process theory and total probability decomposition technique, the authors study the transient and equilibrium properties of the queue length from the beginning of the arbitrary initial state, and obtain both the recursive expression of the z-transformation of the transient queue length distribution and the recursive formula for calculating the steady state queue length at arbitrary time epoch n ⁺. Meanwhile, the authors obtain the explicit expressions of the additional queue length distribution. Furthermore, the important relations between the steady state queue length distributions at different time epochs n ^-, n and n ⁺ are also reported. Finally, the authors give numerical examples to illustrate the effect of system parameters on the steady state queue length distribution, and also show from numerical results that the expressions of the steady state queue length distribution is important in the system capacity design.     

带有止步和中途退出的M/M/S/N同步多重休假排队系统的性能分析

研究了带有止步和中途退出的M/M/S/N同步多重休假的排队系统.首先,利用马尔科夫过程理论建立了系统稳态概率满足的方程组.其次,利用矩阵解法求出了稳态概率的矩阵解,并得到了系统的平均队长、平均等待队长及顾客的平均损失率等性能指标.在此基础上建立了系统的费用模型来确定最优服务员数,以使系统单位时间的平均费用达到最小.最后进行了敏感性分析并考察了系统各参数值的变化对最优费用和最优服务员数的影响.     

Valuation of stock loans under a Markov chain model

In recent years the use of Markov chain models to model stock price movement has received increased attention among researchers. Markov chain models combine the discrete movements of a binomial tree model while retaining the Markovian properties of Brownian motion, thus allowing the best properties of both of these models. In this paper, the authors consider a Markov chain model in which the underlying market is solely determined by a two-state Markov chain. Such a Markov chain model is strikingly simple and yet appears capable of capturing various market movements. By proper selection of parameters, the Markov chain model can produce sample paths that are very similar to or very distinct from a classical Brownian motion, as the authors demonstrate in this paper. This paper studies the stock loan valuation, or the value of a loan in which a risky share of stock is used as collateral, under such a model. Dynamic programming equations in terms of variational inequalities are used to capture the dynamics of the problem. These equations are solved in closed-form. Explicit optimal solutions are obtained. Numerical examples are also reported to illustrate the results.     

基于Geom/G/1休假排队的顾客止步策略研究

将决策行为引入排队模型中, 以顾客追求利益最大化为出发点, 研究空竭服务、多重休假Geom/G/1排队模型中顾客的优化止步策略. 在不可见排队的前提下, 基于"收益-成本"结构, 采取均值分析的方法, 构建顾客个人和顾客总体的收益函数, 进而, 在不同参数范围内, 分析并确定出顾客均衡策略和社会最优策略. 最后, 通过数值模拟完善结论.     

Stochastic Petri Net Based Modeling of Emergency Medical Rescue Processes during Earthquakes

The post-disaster emergency medical rescue(EMR) is critical for people's lives. This paper presents a stochastic Petri net(SPN) model based on the process of the rescue structure and a Markov chain model(MC), which is applied to the optimization of the EMR process, with the aim of identifying the key activities of EMR. An isomorphic MC model is developed for measuring and evaluating the time performance of the EMR process during earthquakes with the data of the 2008 Wenchuan earthquake.This paper provides a mathematical approach to simulate the process and to evaluate the efficiency of EMR. Simultaneously, the expressions of the steady state probabilities of this system under various states are obtained based on the MC, and the variations of the probabilities are analyzed by changing the firing rates for every transition. Based on the concrete data of the event, the authors find the most time consuming and critical activities for EMR decisions. The model results show that the key activities can improve the efficiency of medical rescue, providing decision-makers with rescue strategies during the large scale earthquake.     

Semiparametric Bayesian inference for accelerated failure time models with errors-in-covariates and doubly censored data

This paper proposes a Bayesian semiparametric accelerated failure time model for doubly censored data with errors-in-covariates. The authors model the distributions of the unobserved covariates and the regression errors via the Dirichlet processes. Moreover, the authors extend the Bayesian Lasso approach to our semiparametric model for variable selection. The authors develop the Markov chain Monte Carlo strategies for posterior calculation. Simulation studies are conducted to show the performance of the proposed method. The authors also demonstrate the implementation of the method using analysis of PBC data and ACTG 175 data.     

THE BOREL STATE SPACE SEMI-MARKOVDECISION PROCESS WITH EXPECTED TOTAL REWARDS IN A SEMI-MARKOV ENVIRONMENT

1.IntroductionMarkovdecisionprocesses(MDP)candescribeMarkoviansequentialdecisionsystems([12]),amongwhichtherearemanysystemsinstochasticenvironmentsandtheenvironments'effectwillchangetheparametersmodelingthesystem,e.g.3arepairablesysteminastochasticenvironment([3])andqueueingsystemsinvariedstochasticenvironments([4]).ThusMDPinstochasticenvironmelltsoccuriftheoptimalcontrolofsuchsystemsisconsidered.ContinuoustimeMDPandsemi-Markovdecisionprocess(SMDP)inasemi-Markovenvironmentwithdiscountedc…     

Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon

This paper investigates a multi-period mean-variance portfolio selection with regime switching and uncertain exit time. The returns of assets all depend on the states of the stochastic market which are assumed to follow a discrete-time Markov chain. The authors derive the optimal strategy and the efficient frontier of the model in closed-form. Some results in the existing literature are obtained as special cases of our results.     

Optimal pricing and inventory policy with order cancelations under the cash-on-delivery payment scheme

Considering a periodic review system where the online seller allows the customers to pay when the products are delivered to them（referred as cash-on-delivery payment scheme in this paper）,the authors investigate the seller＇s joint pricing and inventory control policy with a finite planning horizon.In particular,the authors incorporate the customers＇ possible order cancellation behavior with the cash-on-delivery scheme.It can be proven that the base-stock list price policy is optimal under mild conditions.The authors also analyze the impact of the customers＇ forward looking behavior on the optimal policy.     

Equilibrium Customer Strategies in Markovian Queues with Setup Times and Partial Failures

This paper considers the equilibrium behavior of customers in a Markovian queue with setup times and partial failures, where the reactivated server must go through a period of setup time to reach the normal working state and a failure can occur at any time during the normal service. When a partial failure occurs, the server continues to serve the customers on spot at a low rate and does not admit a new arrival. Once the system becomes empty, an exponential repair time starts. Assuming that all the customers have the option of joining or balking based on a linear reward-cost structure, the authors analyze the equilibrium strategies of the customers and the average social benefits of the system in the fully observable case and the partially observable case, respectively. And on this basis, the effect of several parameters on customers' strategic behavior is presented by some numerical examples.     

Periodic Solution and Ergodic Stationary Distribution of Stochastic SIRI Epidemic Systems with Nonlinear Perturbations

This paper formulates two stochastic nonautonomous SIRI epidemic systems with nonlinear perturbations. The main aim of this study is to investigate stochastic dynamics of the two SIRI epidemic systems and obtain their thresholds. For the nonautonomous stochastic SIRI epidemic system with white noise, the authors provide analytic results regarding the stochastic boundedness, stochastic permanence and persistence in mean. Moreover, the authors prove that the system has at least one nontrivial positive T-periodic solution by using Lyapunov function and Hasminskii's theory. For the system with Markov conversion, the authors establish sufficient conditions for positive recurrence and existence of ergodic stationary distribution. In addition, sufficient conditions for the extinction of disease are obtained. Finally, numerical simulations are introduced to illustrate the main results.     

负顾客、带启动期和备用服务员的M/M/1休假排队系统

考虑一类有正、负顾客, 带启动期和有备用服务员的M/M/1休假排队系统. 负顾客一对一抵消队尾的正顾客(若有), 若系统中无正顾客, 到达的负顾客自动消失, 负顾客不接受服务.系统中两个服务员, 其中一个在岗工作时另外一个备用.上岗服务员若因为某种原因休假, 备用服务员立即替换上岗.当系统变空时, 系统关闭.用拟生灭过程和矩阵几何解方法, 得到了稳态队长的分布, 此外, 证明了稳态条件下队长的条件随机分解并得到了附加队长的分布. 最后, 通过两个数值例子说明该模型可以较好的模拟一些实际问题.