摘要:

Consider a model of a flexible rnanufacturing system with failure-prone machines. The control variables are the rates of maintenance, repair, and production. The objective is to choose these control variables over time that minimize the total cost of over/under stock, repair, and maintenance with either discounted cost or average cost per unit time. The focus of this work is on the modeling and numerical methods for a wear process formulation. A Markov chain approach is used to deal with the approximation problem. The dynamic programming equation is used only for suggesting a good numerical approximation scheme. The convergence result is obtained by deriving the weak convergence of the associated Markov chain. A one machine one part type model is given as an illustration for the numerical experiment

ISSN:0736-2994    

DOI:10.1080/07362999708809476

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We consider the multidimensional Burgers equation with a viscosity erm and a random force modelled by a Gaussian or Poissonian smooth noise, {w(xt)}:We study the connection between this equation and the lowing two tochastic differential equationswhere, andWe prove that the latter equation has a unique non-negative minimalsolutionφ(xt), and using the Forsyth-Florin-Hopf-Cole transformation we get solutionsh(xt)u(xt) for the two equations above. We study some space-time and Lqestimate for these solutions

ISSN:0736-2994    

DOI:10.1080/07362999708809477

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

This paper presents probabilistic analysis of a reliability system composed of two active and one standby units. The system can fail either due to normal failures or two types of common-cause failures. The failed system is repairable. The supplementary variable and Markov methods were used to perform probabilistic analysis. Expressions for system availability and state probabilities are presented along with various plots

ISSN:0736-2994    

DOI:10.1080/07362999708809478

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

This paper deals with the mean square type convergence for the slow-mode component of controlled singularly perturbed stochastic systems. A system of stochastic differential equation for the limit process is developed and the convergence of the corresponding cost functionals is studied.

ISSN:0736-2994    

DOI:10.1080/07362999708809479

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In this paper, we use Clarke's generalized gradient to treat the stochastic calculus of variations under the Lipschitz coefficients and we give a nonsmooth chain rule for the Malliavin's derivative operator

ISSN:0736-2994    

DOI:10.1080/07362999708809480

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

The process of crystallization of polyrners may be modelled as a spatially structured counting process, whose intensity kernel depends upon the available free volume. Due to the effect of impingement, an explicit expression for the stochastic occupied volume is difficult to obtain, while derivations of its expected value have been provided since the pioneering work of Kolmogorov and Avrami, in use of chemical engineers. In this paper we provide two theorems which, by the use of stochastic geometry, ensure local and global convergence of the stochastic growth process to its expected value, justifing so the use of deterministic models to predict the results of real experiments.

ISSN:0736-2994    

DOI:10.1080/07362999708809481

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

Characterizations of the stability radii of some linear discrete-time systems with independent random parameters subjected to structured stochastic multiperturbations are given

ISSN:0736-2994    

DOI:10.1080/07362999708809482

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

Characterizations of a stability radius of a time-varying linear stochastic Ito system with respect to structured stochastic multiperturbations are given.

ISSN:0736-2994    

DOI:10.1080/07362999708809483

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

Continuous dependence - in the sense of weak convergence of laws - of martingale solutions to stochastic partial differential equations on coefficients is studied, the results obtained being applicable to equations with rapidly oscillating coefficients. In the proofs, Gatarek's and Goldys’ recent approach to martingale solutions is substantially used

ISSN:0736-2994    

DOI:10.1080/07362999708809484

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

It is proved that the stochastic charactcrtstics of Burgers’ equation ut+uux=μuxxconverge in probability to the character is tcs of Hopf ’ s cqua lion ut+uux=0 as the viscosity μ →0. It follows naturally that the solution of Burgers’ equation converges to the solution of Hopf 's equation satisfying entropy condition. This is well known result due to E. Hopf in 1950. The method here is new. This paper suggests that this method may be useful for proving the validity of “vanishing viscosity method” in certain cases. Those problems are usually extremely difficult.

ISSN:0736-2994    

DOI:10.1080/07362999708809485

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor