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In this article we consider an aggregate loss model with dependent losses. The losses occurrence process is governed by a two-state Markovian arrival process (MAP2), a Markov renewal process process that allows for (1) correlated…

Risk Management · Quantitative Finance 2024-02-06 Pepa Ramírez-Cobo , Emilio Carrizosa , Rosa Elvira Lillo

Continuous Time Markov Chains (CTMC) have been used extensively to model reliability of storage systems. While the exponentially distributed sojourn time of Markov models is widely known to be unrealistic (and it is necessary to consider…

Performance · Computer Science 2015-03-30 Prasenjit Karmakar , K. Gopinath

Maintenance optimization of naval ship equipment is crucial in terms of national defense. However, the mixed effect of the maintenance and the pure deterioration processes in the observed data hinders an exact comparison between candidate…

Applications · Statistics 2022-03-11 Hyunji Moon , Jungin Choi , Seoyeon Cha

In this paper, an original heuristic algorithm of empty vehicles management in personal rapid transit network is presented. The algorithm is used for the delivery of empty vehicles for waiting passengers, for balancing the distribution of…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-10-18 Wiktor B. Daszczuk , Jerzy Mieścicki , Waldemar Grabski

We review basic modeling approaches for failure and maintenance data from repairable systems. In particular we consider imperfect repair models, defined in terms of virtual age processes, and the trend-renewal process which extends the…

Methodology · Statistics 2007-08-03 Bo Henry Lindqvist

Recently multiserver queues with setup times have been extensively studied because they have applications in power-saving data centers. The most challenging model is the M/M/$c$/Setup queue where a server is turned off when it is idle and…

Performance · Computer Science 2016-02-23 Tuan Phung-Duc

In this paper we revisit the Markovian queueing system with a single server, infinite capacity queue and the special queue skipping policy. Customers arrive in batches, but are served one by one according to any conservative discipline. The…

Probability · Mathematics 2020-12-01 A. Zeifman , R. Razumchik , Y. Satin , I. Kovalev

A reservoir computer is a complex nonlinear dynamical system that has been shown to be useful for solving certain problems, such as prediction of chaotic signals, speech recognition or control of robotic systems. Typically a reservoir…

Emerging Technologies · Computer Science 2019-08-30 Thomas L. Carroll , Louis M. Pecora

We consider the stability of robust scheduling policies for multiclass queueing networks. These are open networks with arbitrary routing matrix and several disjoint groups of queues in which at most one queue can be served at a time. The…

Probability · Mathematics 2015-05-12 Ramtin Pedarsani , Jean Walrand

We consider a set of transmitter-receiver pairs, or links, that share a common channel and address the problem of emptying backlogged queues at the transmitters in minimum time. The problem amounts to determining activation subsets of links…

Information Theory · Computer Science 2012-07-20 Vangelis Angelakis , Anthony Ephremides , Qing He , Di Yuan

This paper considers a particular renewal-reward process with multivariate discounted rewards (inputs) where the arrival epochs are adjusted by adding some random delays. Then this accumulated reward can be regarded as multivariate…

Probability · Mathematics 2018-03-05 Landy Rabehasaina , Jae-Kyung Woo

Remanufacturing describes a process where worn products are restored to like-new condition and it offers vast ecological and economic potentials. A key step is the quality inspection of disassembled components, which is mostly done manually…

Computer Vision and Pattern Recognition · Computer Science 2025-11-20 Johannes C. Bauer , Paul Geng , Stephan Trattnig , Petr Dokládal , Rüdiger Daub

The rolling stock rotation problem with predictive maintenance (RSRP-PdM) involves the assignment of trips to a fleet of vehicles with integrated maintenance scheduling based on the predicted failure probability of the vehicles. These…

Optimization and Control · Mathematics 2024-04-15 Felix Prause , Ralf Borndörfer

Priority queues with parallel access are an attractive data structure for applications like prioritized online scheduling, discrete event simulation, or greedy algorithms. However, a classical priority queue constitutes a severe bottleneck…

Data Structures and Algorithms · Computer Science 2021-07-23 Marvin Williams , Peter Sanders , Roman Dementiev

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

Optimization and Control · Mathematics 2023-11-01 D. Russell Luke

Maintenance planning plays a key role in power system operations under uncertainty by helping system operators ensure a reliable and secure power grid. This paper studies a short-term condition-based integrated maintenance planning with…

Optimization and Control · Mathematics 2022-01-13 Bahar Cennet Okumusoglu , Beste Basciftci , Burak Kocuk

The superposition of arrival processes is a fundamental yet analytically intractable operation in queueing networks when inputs are general non-renewal streams. Classical methods either reduce merged flows to renewal surrogates, rely on…

Machine Learning · Computer Science 2026-03-13 Eliran Sherzer

We investigate congestion-aware control of quantum repeater nodes operating under stochastic traffic and finite memory coherence. Entanglement generation is modeled as a probabilistic process producing Werner states subject to depolarizing…

Quantum Physics · Physics 2026-03-27 Nicolò Lo Piparo , William J. Munro , Kae Nemoto

Motivated by the operational problems in click and collect systems, such as curbside pickup programs, we study a joint admission control and capacity allocation problem. We consider a system where arriving customers have preferred service…

Optimization and Control · Mathematics 2022-03-04 Melis Boran , Bahar Cavdar , Tugce Isik

The paper studies a multiserver retrial queueing system with $m$ servers. Arrival process is a point process with strictly stationary and ergodic increments. A customer arriving to the system occupies one of the free servers. If upon…

Probability · Mathematics 2021-07-01 Vyacheslav M. Abramov