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ORL
2007
13 years 10 months ago
2007
In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
QUESTA
2006
13 years 11 months ago
2006
We consider a general QBD process as defining a FIFO queue and obtain the stationary distribution of the sojourn time of a customer in that queue as a matrix exponential distribut...
RTS
2010
13 years 9 months ago
2010
The current practice to design software for real-time systems is tedious. There is almost no tool support that assists the designer in automatically deriving safe bounds of the wor...
INFORMATICALT
2006
13 years 11 months ago
2006
This paper discusses the determination of the spare inventory level for a multiechelon repairable item inventory system, which has several bases and a central depot with emergency ...
QUESTA
2006
13 years 11 months ago
2006
In this paper we study a single-server queue where the inter-arrival times and the service times depend on a common discrete time Markov Chain. This model generalizes the well-kno...