Taylor series expansions for stationary Markov chains

B Heidergott, A Hordijk - Advances in Applied Probability, 2003 - cambridge.org
We study Taylor series expansions of stationary characteristics of general-state-space
Markov chains. The elements of the Taylor series are explicitly calculated and a lower bound …

[图书][B] Max-plus linear stochastic systems and perturbation analysis

B Heidergott - 2007 - Springer
This chapter addresses analyticity of performance measures, say J (^), such as completion
times, waiting times or the throughput (that is, the inverse Lyapunov exponent), of max-plus …

Stationary waiting times in m-node tandem queues with production blocking

DW Seo, H Lee - IEEE Transactions on Automatic Control, 2011 - ieeexplore.ieee.org
We consider a stationary waiting time in a Poisson driven single-server m-node tandem
queue with either constant or non-overlapping service times. Each node except for the first …

The throughput rate of serial production lines with deterministic process times and random setups: Markovian models and applications to semiconductor …

W Kim, JR Morrison - Computers & Operations Research, 2015 - Elsevier
We conduct exact analysis of serial production lines with deterministic service durations and
various classes of random state-dependent setups between customers. Our focus is on …

Performance evaluation of WIP-controlled line production systems with constant processing times

H Lee, DW Seo - Computers & Industrial Engineering, 2016 - Elsevier
We compared three types of WIP-controlled line production systems with constant
processing times such as Kanban, CONWIP (constant work-in-process) and DBR (drum …

Tail probability of transient and stationary waiting times in (max,+)-linear systems

H Ayhan, DW Seo - IEEE transactions on automatic control, 2002 - ieeexplore.ieee.org
(Max,+) linear systems can be used to represent a class of queueing networks, such as
acyclic or cyclic fork-and-join queueing networks, finite-or infinite-capacity tandem queueing …

Analysis of dual tandem queues with a finite buffer capacity and non-overlapping service times and subject to breakdowns

K Wu, N Zhao - IIE Transactions, 2015 - Taylor & Francis
Tandem queues with a finite buffer capacity are the common structures embedded in
practical production systems. We study the properties of tandem queues with a finite buffer …

Explicit Formulae for Characteristics of Finite‐Capacity M/D/1 Queues

DW Seo - ETRI Journal, 2014 - Wiley Online Library
Even though many computational methods (recursive formulae) for blocking probabilities in
finite‐capacity M/D/1 queues have already been produced, these are forms of transforms or …

On equilibrium probabilities for the delays in deterministic flow lines with random arrivals

W Kim, JR Morrison - IEEE Transactions on Automation …, 2014 - ieeexplore.ieee.org
While flow line models have been studied for decades, excepting some cases with three
servers or less, their equilibrium probabilities remain elusive. As such, approximations …

Exact Monte Carlo simulation for fork-join networks

H Dai - Advances in Applied Probability, 2011 - cambridge.org
In a fork-join network each incoming job is split into K tasks and the K tasks are
simultaneously assigned to K parallel service stations for processing. For the distributions of …