摘要:

This paper discusses an {s,S) inventory model without backorders where the demand and supply rates are controlled by an environment process which is a finite irreducible Markov chain in continuous time. Apart from obtaining the transform solution of the inventory level distribution, an efficient algorithm to evaluate the steady state values, is provided. The transient and limiting values of the mean reorder and shortage rates are also obtained. All the results are numerically illustrated

ISSN:0736-2994    

DOI:10.1080/07362998908809189

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Numerous phenomena in the theory of automatic regulation, mechanics, radiophysics, biology, immunology, economics, robototechnics, etc. need for theiccorrect qualitative and quantitative description to use equations with time lag. One problem which here arises is connected with states estimate of stochastic hereditary systems [1]. This paper is a survey of some results and problems of filtering, interpolation and smoothing for arbitrary Gaussian stochastic processes for the case of linear observations with delays. In particular, the estimate problems of solutions of linear stochastic differential equations with delays and integral equations of Volterra are considered. Besides new method for solution of optimal control problem with incomplete state information is adduced. The survey is based on the papers [2-14]

ISSN:0736-2994    

DOI:10.1080/07362998908809190

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

In this paper the maximum likelihood estimate of the age of the galton-watson process,when X1has the binomial distribution is obtained. furthermore, for some given observations the maximum likelihood estimates of the age of the process are evaluated

ISSN:0736-2994    

DOI:10.1080/07362998908809191

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

In this note we consider the question of stabilizability on Hilbert space of systems governed by abstract stochastic differential equations containing randomly perturbed operators. It is shown that, under certain assumptions, a feedback control law can be found that makes the system exponentially stable in the mean square sense even in the presence of unbounded perturbations of the generator

ISSN:0736-2994    

DOI:10.1080/07362998908809192

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Presented are some new common fixed point theorems which generalize some well-known results in papers [ 1-10, 12-19 ]. The method used in this paper defers from that used by other authors

ISSN:0736-2994    

DOI:10.1080/07362998908809193

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

We discuss the problem of the existence of almost periodic in distribution solutions of affine stochastic differential equations with almost periodic coefficients. We prove that if the linear part of the affine equation is exponentially stable in mean square then the unique continuous L2-bounded solution of the affine system has the onedimensional distributions almost periodic. An analogous result is shown for the asymptotic almost periodic case

ISSN:0736-2994    

DOI:10.1080/07362998908809194

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The joint distribution function of the number of renewals in an ordinary renewal process is derived using a result from multiple integrals. The well-known Poisson process is generated. It is also shown that the distribution of the number of renewals in an ordinary renewal counting process is a solution to a set of birth equations with non-homogeneous state-dependent rates which are explicitly derived. This provides an example of a process which, although in general, does not satisfy the Chapman Kolmogorov equations, has nevertheless an unconditional distribution which satisfies a set of birth equations

ISSN:0736-2994    

DOI:10.1080/07362998908809195

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998908809188

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor