A Diffusion Limit for a Finite Capacity Storage Allocation Model
نویسندگان
چکیده
منابع مشابه
a benchmarking approach to optimal asset allocation for insurers and pension funds
uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...
15 صفحه اولAlgorithms for Computing Limit distributions of Oscillating Systems with Finite Capacity
We address the batch arrival systems with finite capacity under partial batch acceptance strategy where service times or rates oscillate between two forms according to the evolution of the number of customers in the system. Applying the theory of Markov regenerative processes and resorting to Markov chain embedding, we present a new algorithm for computing limit distributions of the number cus...
متن کاملA Finite Capacity Priority Queue with Discouragement
In this paper we report on a study of a two level preemptive priority queue with balking and reneging for lower priority level. The inter-arrival and the service times for both levels follow exponential distribution. We use a finite difference equation approach for solving the balance equations of the governing queuing model whose states are described by functions of one independent variable. H...
متن کاملinvestigating the feasibility of a proposed model for geometric design of deployable arch structures
deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...
A New Model for Location-Allocation Problem within Queuing Framework
This paper proposes a bi-objective model for the facility location problem under a congestion system. The idea of the model is motivated by applications of locating servers in bank automated teller machines (ATMS), communication networks, and so on. This model can be specifically considered for situations in which fixed service facilities are congested by stochastic demand within queueing frame...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematics Research eXpress
سال: 2016
ISSN: 1687-1200,1687-1197
DOI: 10.1093/amrx/abw008