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  • Articles  (3)
  • Articles: DFG German National Licenses  (3)
  • Latest Papers from Table of Contents or Articles in Press
  • Markov decision processes  (2)
  • numerical methods  (2)
  • Springer  (3)
  • American Chemical Society (ACS)
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  • 2015-2019
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  • Articles  (3)
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  • Articles: DFG German National Licenses  (3)
  • Latest Papers from Table of Contents or Articles in Press
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  • Springer  (3)
  • American Chemical Society (ACS)
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  • 2020-2024
  • 2015-2019
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  • 1987  (3)
  • 1970
  • 1935
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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 8 (1987), S. 27-40 
    ISSN: 1572-9338
    Keywords: Markov processes ; numerical methods ; left-skip-free transitions ; Markov decision processes ; queues
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract Recursive methods have been proposed for the numerical solution of equations arising in the analysis and control of Markov processes. Two examples are (i) solving for the equilibrium probabilities, and (ii) solving for the minimal expected cost or time to reach state zero, in a Markov process with left-skip-free transition structure. We discuss conditions under which recursive techniques are numerically stable and efficient, giving applications to descriptive and control models for queues.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 8 (1987), S. 117-132 
    ISSN: 1572-9338
    Keywords: Control of queueing networks ; decomposition ; Markov decision processes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract We devise a decomposition approximation method for a general branching queueing network with service-rate controls. The decomposition method, which reduces and simplifies computation routines considerably, results from the conditions for monotone optimal control policies in induction arguments. We first isolate each branch of connected queues as a subnetwork and then link the subnetworks through branching nodes to approximate the optimal control policies for the global network. The numerical results for a wide class of cost models show that the approximated optimal policies from the decomposed problems are sufficiently close to the optimal policies of the global problem.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Annals of operations research 8 (1987), S. 285-306 
    ISSN: 1572-9338
    Keywords: Availability ; probabilistic modeling ; numerical methods ; fault tolerance
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract System availability is becoming an increasingly important factor in evaluating the behavior of commercial computer systems. This is due to the increased dependence of enterprises on continuously operating computer systems and to the emphasis on fault-tolerant designs. Thus, we expect availability modeling to be of increasing interest to computer system analysts and for performance models and availability models to be used to evaluate combined performance/availability (performability) measures. Since commercial computer systems are repairable, availability measures are of greater interest than reliability measures. Reliability measures are typically used to evaluate nonrepairable systems such as occur in military and aerospace applications. We will discuss system aspects which should be represented in an availability model; however, our main focus is a state of the art summary of analytical and numerical methods used to solve computer system availability models. We will consider both transient and steady-state availability measures and for transient measures, both expected values and distributions. We are developing a program package for system availability modeling and intend to incorporate the best solution methods.
    Type of Medium: Electronic Resource
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