Results 51 to 60 of about 756 (151)
Double‐sided queues and their applications to vaccine inventory management
Naval Research Logistics (NRL), Volume 72, Issue 2, Page 292-316, March 2025.Abstract We consider a double‐sided queueing model with batch Markovian arrival processes (BMAPs) and finite discrete abandonment times, which arises in various stochastic systems such as perishable inventory systems and financial markets. Customers arrive at the system with a batch of orders to be matched by counterparts.
Haoran Wu +2 more
wiley +1 more source
A Markovian Defaultable Term Structure Model with State Dependent Volatilities [PDF]
The defaultable forward rate is modeled as a jump diffusion process within the Schonbucher (2000, 2003) general Heath, jarrow and Morton (1992) framework where jumps in the defaultable term structure f d(t, T) cause jumps and defaults to the defaultable ...
Christina Nikitopoulos-Sklibosios +2 more
core
The power-series algorithm for Markovian queueing networks [PDF]
, 1994 A newversion of the Power-Series Algorithm is developed to compute the steady-state distribution of a rich class of Markovian queueing networks. The arrival process is a Multi-queue Markovian Arrival Process, which is a multi-queue generalization of the ...
Blanc, J.P.C. +3 more
core +1 more source
An ODE for an overloaded X model involving a stochastic averaging principle
Stochastic Systems, 2011 We study an ordinary differential equation (ODE) arising as the many-server heavy-traffic fluid limit of a sequence of overloaded Markovian queueing models with two customer classes and two service pools.
Ward Whitt, Ohad Perry
doaj
Money and Credit Coexistence, Excess Capacity, and the Size of Monetary Aggregates
Journal of Money, Credit and Banking, Volume 57, Issue 2-3, Page 477-513, March-April 2025.Abstract This paper develops a model where money is demanded in excess of spending needs. As a result, money coexists with large availabilities of credit and the model explains the levels of monetary aggregates held in modern economies via the endogenous creation of inside money. At the heart of the model, there is a search friction in the goods market,
ALESSANDRO MENNUNI
wiley +1 more source
Departure processes from MAP/PH/1 queues
, 1999 A MAP/PH/1 queue is a queue having a Markov arrival process (MAP), and a single server with phase-type (PH -type) distributed service time. This thesis considers the departure process from these type of queues.
Green, David Anthony
core
Queues of Queues in Communication Networks [PDF]
, 1988 The concept of a camp-on queueing system is related to the idea of having systems of multiple hierarchical queues. Customers requesting service at a service center are queued at one of different queueing stages based on the location of the customer's ...
Hernández Valencia, Enrique José
core +1 more source
Fluid models for many-server Markovian queues in a changing environment
, 2012 Motivated by service systems with time-varying customer arrivals, we consider a fluid model as a macroscopic approximation for many-server Markovian queues alternating between underloaded and overloaded intervals.
Zwart, A.P. +5 more
core +1 more source
Queue lengths and waiting times in the two-class two-server queue with nonpreemptive heterogeneous priority structures. [PDF]
Our aim is to analyze a multiserver queue with nonpreemptive heterogeneous priority structures, which arises in the performance evaluation of batch initiator settings n MVS.
Leemans, Herlinde, Dedene, Guido
core
A Network of Time-Varying Many-Server Fluid Queues with Customer Abandonment
, 2011 To describe the congestion in large-scale service systems, we introduce and analyze a non-Markovian open network of many-server fluid queues with customer abandonment, proportional routing, and time-varying model elements.
Yunan Liu, Ward Whitt
core +1 more source