In this paper, we explore the use of static risk measures from the mathematical finance literature to assess the performance of some standard nonstationary queueing systems. To do this we study two important queueing models, namely the infinite server queue and the multi-server queue with abandonment. We derive exact expressions for the value of many standard risk measures for the M t / M / ∞ ,...

data envelopment analysis (dea) is a technique used to compare efficiency in various sectors such as hospitals, chain stores, and dealerships. it represents a set of linear programming techniques and uses deter-ministic data (inputs and outputs), in stable conditions. the dea technique cannot be used when there is data with indeterministic nature, or when there is an environment with dynamic co...

In this paper we model, using the Queuing Theory, the situation in which the manager of some facilities wishes to maximize the profit generated by the same. The manager tries to attract customers and the effectiveness of his publicity politic is measured in the fraction of customers who renounce. In this paper, unlike the classic models, we consider that the service time of the only server of t...

1 – Fuzzy control of queues is a new method for controlling cost of the system, number of customers waiting in the queue and many other aspects of queues. This paper proposes fuzzy control approach for reducing cost of the system. 1 / / F M (Poisson arrival and fuzzy service rate) with flexible service time is examined in this paper. All the fuzzy mathematics rules in this paper are based on Za...

The Internet includes various ranges of applications such as multimedia, voice and data but it endures rigorous network congestion. Further, congestion detection is an essential preventive measure must be taken to provide congestion-free Internet. To stipulate proficient technique for congestion detection, in this paper, we propose a load aware congestion detection technique in the Internet. To...

| In this paper, M/G/C/C state dependent queueing models are proposed for modeling and analyzing vehicular traac ows. Congestion aspects of traac ow are represented by introducing state dependent service rates as a function of number of vehicles on each road link. Analytical models for unidirectional and multi-source ows are presented. Finally, queueing models to analytically determine the opti...

Traffic patterns generated by multimedia services are different from traditional Poisson traffic. It has been shown in numerous studies that multimedia network traffic exhibits self-similarity and burstiness over a large range of time-scales. The area of wireless IP traffic modeling for the purpose of providing assured QoS to the end-user is still immature and the majority of existing work is b...

This paper presents the case for modeling asset price processes as purely discontinuous processes of ̄nite variation with an in ̄nite arrival rate of jumps that have arrival rates completely monotone in the jump size. The arguments address both the empirical realities of asset returns and the implications of the economic principle of no arbitrage. Two classes of economic models meeting these con...