In this paper we develop a search procedure for redundancy optimization of reliability models. We consider those systems where the reliability cannot be evaluated exactly but must be estimated through Monte Carlo simulation. At each iteration, two neighboring configurations are compared and the one that appears to be better is passed on to the next iteration. The search procedure uses an incre...

The problems of stochastic stability and H control for a class of discrete time singular networked control systems (SNCSs) with data packet dropouts and nonlinear perturbation are investigated in this paper. By modeling the sensor-tocontroller and controller-to-actuator with random data packet dropouts as Markov chains, the closed-loop system can be expressed as a jump discrete singular system...

The Internet was initially design for non real-time data communications and hence does not provide any Quality of Service (QoS). The next generation Internet will be characterized by high speed and QoS guarantee. The aim of this paper is to develop a prioritized early packet discard (PEPD) scheme for ATM switches to provide service differentiation and QoS guarantee to end applications running o...

Subject of this analysis is to show how storage is operated optimally under renewable and load uncertainty in the electricity system context. We estimate a homogeneous Markov Chain representation of the residual load in Germany in 2014 on an hourly basis and design a very simple dynamic stochastic electricity system model with non-intermittent generation technologies and storage. We compare the...

The Gibbs sampler is a very simple yet efficient method for the performance evaluation of product form loss networks. This paper introduces the setwise Gibbs sampler as a flexible technique for analysing closed BCMP networks, which model telecommunication networks using window flow control. The efficiency of another variant, the filtered Gibbs sampler (FGS), is also investigated. It is shown th...

We obtain results on the sensitivity of the invariant measure and other statistical quantities of a Markov chain with respect to perturbations of the transition matrix. We use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used. keywords: Perturbed Markov chains, conductance. Primary subject classification: 60J10 Secondary subject classification: 60F10 ∗M...