We analyze Gittins' Markovian model, as generalized by Varaiya, Wal-rand and Buyukkoc, in discrete and continuous time. The approach resembles Weber's modification of Whittle's, within the framework of both multi-parameter processes and excursion theory. It is shown that index-priority strategies are optimal, in concert with all the special cases that have been treated previously. 1. Introducti...

In this paper, the global exponential stability analysis problem is considered for a class of recurrent neural networks (RNNs) with time delays and Markovian jumping parameters. The jumping parameters considered here are generated from a continuous-time discrete-state homogeneous Markov process, which are governed by a Markov process with discrete and finite state space. The purpose of the prob...

Process algebras extended by a concept to present timing behaviour have been very recently proposed as a good modelling tool for the combined analysis of qualitative and quantitative system behaviour. We introduce a a process algebra including exponentially distributed time delays and a systematic approach to compute the underlying labelled transition system and continuous time Markov process. ...

We present GSMPA, a stochastically timed process algebra that enhances the expressiveness of the stochastically timed process algebra EMPA by allowing arbitrarily distributed durations to be directly modeled through the adoption of the mechanism of action identification as well as the adoption of the preselection policy for alternative actions. GSMPA is introduced together with the definition o...

Abstract: We consider a finite-buffer single server queue with single (multiple) vacation(s) under batch Markovian Arrival Process (BMAP). The service discipline is varying number limited service, also called E-limited with limit variation (ELV) where the server serves until either the system is emptied or a randomly chosen limit of l customers have been served. Queue length distributions at va...

We consider a state-dependent Mn/Gn/1 queueing system with both finite and infinite buffer sizes. We allow the arrival rate of customers to depend on the number of people in the system. Service times are also statedependent and service rates can be modified at both arrivals and departures of customers. We show that the steady-state solution of this system at arbitrary times can be derived using...

the stochastic reaction diffusion systems may suffer sudden shocks‎, ‎in order to explain this phenomena‎, ‎we use markovian jumps to model stochastic reaction diffusion systems‎. ‎in this paper‎, ‎we are interested in almost sure exponential stability of stochastic reaction diffusion systems with markovian jumps‎. ‎under some reasonable conditions‎, ‎we show that the trivial solution of stocha...

We present Hybrid Stochastic Petri Nets (HSPNs) as a revision and extension of the Fluid Stochastic Petri Nets (FSPNs). HSPNs can be used for modeling dynamic systems that comprise both discrete and continuous quantities. Discrete state changes are assumed to be Markovian and continuous variables are assumed to be deterministic. HSPNs are designed to improve the clarity and consistency of the g...

Insurance companies are among the service organizations, which maintain close relationships with their clients by providing insurance services. Clients are the most important resource for service companies. And profitability of insurance companies undoubtedly hinges on clear analysis of client satisfaction and improved productivity of service providers. An important factor of client satisfactio...