摘要:

In this paper, we analyze a Markovian inventory model for perishable commodities, in which the arrivals of items into the system as well as the demands for these items are assumed to be discrete r.v.'s having a common support {0, 1,…}. Each item in the system is classified into one of N age categories. New items arriving in the system are placed into the first age category. Items of age category j, j = 1,…, N-l, which have not been removed by demand during a day, are placed into age category j+1 at the beginning of the next day. Items of age N, which have not been removed by demand, are registered as outdates. Results concerning the characteristics of such a model are derived for the case of two and three age categories.

ISSN:0736-2994    

DOI:10.1080/07362998908809180

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Letbe a sequence of random variables taking values in [0,1]. A complete comparison is given of optimal stopping valuesin case thatare independent and arbitrary-dependent random variables respectively. Extentions of the results to optimal stopping values for infinite sequences of random variables are also obtained

ISSN:0736-2994    

DOI:10.1080/07362998908809181

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The effect of random inputs on a continuous piecewise-linear singularly perturbed system is investigated in this paper. Reduced-order models are developed for a second-order system (one fast and one slow variable) which has a random input. It is shown that the solutions of the reduced-order models approximate the actual solution with differences in probability density functions of order 0(in a distributional sense). For the special case of a system which is linear in the fast variable, it is shown that the mean-squared error between the approximate and actual solutions in the fast time scale is of order 0(μ). An outline is provided for the extehsion of the results to the vector variable case

ISSN:0736-2994    

DOI:10.1080/07362998908809182

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

A method for processing sequentially acquired information is developed in which a decision makers uncertainty concerning the utility of this information is modeled by interval-valued random functions. Interval-valued estimates of the expected utility of each specific course of action chosen from a finite set of possible courses of action are developed. It is assumed that the uncertainty concerning the utility of the various courses of action tends to decrease as information increases, and certain reasonable conditions on the process of updating the estimated utilities are imposed. Under the conditions cited above it is shown that for each possible course of action, the sequential interval estimates of the expected utility forms a set-valued supermartingale with respect to a sequence of expanding σ-fields generated by the history of the information acquisition process

ISSN:0736-2994    

DOI:10.1080/07362998908809183

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Letbe an array of rowwise exchangeable random elements in a separable Banach space. Let {An} and {an} be random variables where Anis positive and anis a symmetric function of. Using reverse martingale techniques, strong convergence is obtained for the weighted sum, under certain moment conditions on me random elements and suitable conditions on the random weights

ISSN:0736-2994    

DOI:10.1080/07362998908809184

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The dynamics of a population, with its growth characterised by two stages namely an initial non-reproductive stage of length ρ, resistant to the environmental fluctuations and a second susceptible stage adding continuously to the population is modelled. The environment alternates in its character being hostile and favourable.The favourable periods are independently and identically distributed random variables and during the constantharsh periods all the adults in the population are wiped out While the existing models tacitly assume the environmental period to be much smaller than the biological period ρ, our modelling enables us to consider the two periods to be of comparable scale. In such a case, apart from the various statistical characteristics of interest derived, we show that the average extinction time increases with increasing duration of the disturbance, a result which is counter-intutive.Numerical evaluation of the time for extinction for certain values of the parameters involved are made.

ISSN:0736-2994    

DOI:10.1080/07362998908809185

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Letbe a Markov chain with state space inR+= (0,∞), an initial distributionμand a transition probabilityQ. For eachx∈R+the support ofis [0,x], which implies that. Setand put. We prove thatis a Markov renewal process and thatis a Markov process with a stationary transition probability function. Writeand suppose that. We give conditions under whichis relatively stable and show that, whereare stabilizing constants andZis exponentially distributed. We also show thatis asymptotically stationary and possesses a mixing property

ISSN:0736-2994    

DOI:10.1080/07362998908809186

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The objective of this work is to study certain random linear operator-valued processes. Both weak and strong operator-valued mbdngale are defined and the corresponding mbdngale convergence theorems are developed

ISSN:0736-2994    

DOI:10.1080/07362998908809187

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998908809179

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor