Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching [PDF]
, 2009 A more general class of stochastic nonlinear systems with irreducible homogenous Markovian switching are considered in this paper. As preliminaries, the stability criteria and the existence theorem of strong solutions are first presented by using the ...
Shi, Peng +3 more
core +7 more sources
Approximate solutions of stochastic differential delay equations with Markovian switching [PDF]
, 2010 Our main aim is to develop the existence theory for the solutions to stochastic differential delay equations with Markovian switching (SDDEwMSs) and to establish the convergence theory for the Euler-Maruyama approximate solutions under the local ...
Li, Xiaoyue, Shen, Yi, Mao, Xuerong
core +4 more sources
On some queueing systems with server vacations, extended vacations, breakdowns, delayed repairs and stand-bys [PDF]
, 2012 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.This research investigates a batch arrival queueing system with a Bernoulli scheduled vacation and random system breakdowns.
Khalaf, Rehab
core +7 more sources
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching [PDF]
, 2008 The main aim of this paper is to discuss the almost surely asymptotic stability of the neutral stochastic differential delay equations (NSDDEs) with Markovian switching.
Yuan, Chenggui +4 more
core +4 more sources
Priority Multi-Server Queueing System with Heterogeneous Customers
Mathematics, 2020 In this paper, we analyze a multi-server queueing system with heterogeneous customers that arrive according to a marked Markovian arrival process. Customers of two types differ in priorities and parameters of phase type distribution of their service time.
Valentina Klimenok +2 more
doaj +1 more source
On Two Interacting Markovian Queueing Systems
Mathematics, 2019 In this paper, we study a Markovian queuing system consisting of two subsystems of an arbitrary structure. Each subsystem generates a multi-class Markovian arrival process of customers arriving to the other subsystem.
Valeriy A. Naumov +2 more
doaj +1 more source
Retrial BMAP/PH/N Queueing System with a Threshold-Dependent Inter-Retrial Time Distribution
Mathematics, 2022 In this paper, we study a multi-server queueing system with retrials and an infinite orbit. The arrival of primary customers is described by a batch Markovian arrival process (BMAP), and the service times have a phase-type (PH) distribution.
Valentina I. Klimenok +3 more
doaj +1 more source
MARKOVIAN QUEUES WITH CORRELATED ARRIVAL PROCESSES [PDF]
Asia-Pacific Journal of Operational Research, 2007 In an attempt to examine the effect of dependencies in the arrival process on the steady state queue length process in single server queueing models with exponential service time distribution, four different models for the arrival process, each with marginally distributed exponential inter-arrivals to the queueing system, are considered.
openaire +3 more sources
Nonidentifiability of the Two-State Markovian Arrival Process [PDF]
Journal of Applied Probability, 2010 In this paper we consider the problem of identifiability for the two-state Markovian arrival process (MAP2). In particular, we show that the MAP2is not identifiable, providing the conditions under which two different sets of parameters induce identical stationary laws for the observable process.
Wiper, Michael Peter +2 more
openaire +4 more sources
Analysis of a k-Stage Bulk Service Queuing System with Accessible Batches for Service
Mathematics, 2021 In most of the service systems considered so far in queuing theory, no fresh customer is admitted to a batch undergoing service when the number in the batch is less than a threshold.
Achyutha Krishnamoorthy +2 more
doaj +1 more source