Optimum target value of multivariate processes with unequal non-conforming costs

optimum target value of multivariate processes with unequal non-conforming costs

in quality control charts, the problem of determining the optimum process mean arises when the deviation of a quality characteristic in one direction is more harmful than in the opposite direction. the failure mode in these two directions is usually different. a great majority of researches in this area have considered asymmet-ric cost function for processes with single quality characteristics....

COVARIANCE MATRIX OF MULTIVARIATE REWARD PROCESSES WITH NONLINEAR REWARD FUNCTIONS

Multivariate reward processes with reward functions of constant rates, defined on a semi-Markov process, first were studied by Masuda and Sumita, 1991. Reward processes with nonlinear reward functions were introduced in Soltani, 1996. In this work we study a multivariate process , , where are reward processes with nonlinear reward functions respectively. The Laplace transform of the covar...

Asymptotic Behavior of Multivariate Reward Processes with Nonlinear Reward Functions

Non-Neutral Information Costs with Match-Value Uncertainty

This paper investigates a model featuring a monopolist seller and a buyer, with an uncertain valuation for the seller’s product. The seller chooses an information system (“IS”), allowing the buyer to receive a private signal, potentially correlated with her valuation. The cost of the IS is proportional to its precision, measured by the mutual information between the distributions of the buyer’s...

asymptotic behavior of multivariate reward processes with nonlinear reward functions

Transient Mesh Adaptation Using Conforming and Non Conforming Mesh Modifications

In this paper, we present a method for performing isotropic and anisotropic adaptive computations. The discontinuous Galerkin method that is used for solving transient flow problem is briefly introduced. We show then a general scheme to compute high-order derivatives of discontinuous fields. The Hessian of the density is used for computing a correction indicator. We present three sample problem...