نتایج جستجو برای: stochastic bounds

تعداد نتایج: 194375  

2011
Kishore Angrishi Ulrich Killat

Stochastic network calculus is the probabilistic version of the network calculus, which uses envelopes to perform probabilistic analysis of queueing networks. The accuracy of probabilistic end-to-end delay or backlog bounds computed using the elegant theory of network calculus has been always a concern. In this paper, we propose novel bounds based on Doob’s maximal inequality for N-demisupermar...

We propose to use a mathematical method based on stochastic comparisons of Markov chains in order to derive performance indice bounds‎. ‎The main goal of this paper is to investigate various monotonicity properties of a single server retrial queue with first-come-first-served (FCFS) orbit and general retrial times using the stochastic ordering techniques‎.

2016
Natashia Boland Ilke Bakir Brian Dandurand Alan Erera

We consider multistage stochastic programming problems in which the random parameters have finite support, leading to optimization over a finite scenario set. We propose a hierarchy of bounds based on partitions of the scenario set into subsets of (nearly) equal cardinality. These expected partition (EP) bounds coincide with EGSO bounds provided by Sandıkçı et al. (2013) in the case that the su...

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