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MOR
2010
121views more  MOR 2010»
13 years 8 months ago
Customer Abandonment in Many-Server Queues
We study G/G/n + GI queues in which customer patience times are independent, identically distributed following a general distribution. When a customer’s waiting time in queue ex...
J. G. Dai, Shuangchi He
MOR
2006
95views more  MOR 2006»
13 years 9 months ago
An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
In multicriteria optimization, several objective functions, conflicting with each other, have to be minimized simultaneously. We propose a new efficient method for approximating t...
Jörg Fliege
MOR
2006
60views more  MOR 2006»
13 years 9 months ago
Measure-Valued Differentiation for Stationary Markov Chains
: We study general state-space Markov chains that depend on a parameter, say, . Sufficient conditions are established for the stationary performance of such a Markov chain to be di...
Bernd Heidergott, Arie Hordijk, Heinz Weisshaupt
MOR
2006
79views more  MOR 2006»
13 years 9 months ago
Poisson Disorder Problem with Exponential Penalty for Delay
Abstract. We solve the Poisson disorder problem when the delay is penalized exponentially. Our objective is to detect as quickly as possible the unobservable time of the change (or...
Erhan Bayraktar, Savas Dayanik
MOR
2010
91views more  MOR 2010»
13 years 8 months ago
Bounding Probability of Small Deviation: A Fourth Moment Approach
In this paper we study the problem of bounding the value of the probability distribution function of a random variable X at E[X] + a where a is a small quantity in comparison with...
Simai He, Jiawei Zhang, Shuzhong Zhang