We  deal with the relationship termination problem in the context of individual-level customer relationship management (CRM) and use a Markov decision process to determine the most appropriate occasion for termination of the relationship with a seemingly unprofitable customer. As a particular case, the beta-geometric/beta-binomial model is considered as the basis to define customer beha...

In order to implement the cellular manufacturing system in practice, some essential factors should be taken into account. In this paper, a new mathematical model for cellular manufacturing system considering different production factors including alternative process routings and machine reliability with stochastic arrival and service times in a dynamic environment is proposed. Also because of t...

the understanding of the dynamic behavior of distillation columns has received considerable attention because distillation is one of the most widely used unit operations in chemical process industries. this paper reports a dynamic simulation study of the possible distillation columns sequences of dew pointing unit in the second phase of south pars gas refinery. in this unit, three columns are u...

We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markovswitching jump-diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic progr...

chloride ion ingress in concrete is the main reason of concrete corrosion. in real world both uncertainty and stochasticity are main attributes of almost all measurements including testing and modeling of chloride content profile in concrete. regarding these facts new models should be able to represent at least some of the uncertainties in the predictions. in this paper after inspiration from c...

generally ordering policies are done by two methods, including fix order quantity (foq) and fix order period (fop). these methods are static and either the quantity of ordering or the procedure of ordering is fixing in throughout time horizon. in real environments, demand is varying in any period and may be considered as uncertainty. when demand is variable in any period, the traditional and st...

We consider a networked control system (NCS) with packet loss being modeled as a stochastic process. We focus on the stochastic H∞ control approach. The designed controller is dynamic in the sense that it depends on the behavior of the lossy channel. First we apply the existing result on H∞ approach for NCS [4] to a teleoperating system. The fixed loss probability assumption in this result has ...

The problem of minimizing the expected number of tardy jobs in a dynamic m machine flow shop i.e., Fm�rj�E�∑Uj� is studied in this research. It is assumed that the jobs with deterministic processing times and stochastic due dates arrive dynamically and randomly to the flow shop cell. The due date of each job is assumed to be normally distributed with known mean and variance. A dynamic method is...

The present work describes the structure of a generic modeling tool for stochastic dynamic programming problems (also called Markov Decision Processes – MDPs). Deterministic problems are handled as particular cases of MDP’s. The program is intended for general purpose problems and its structure permits independent modeling and solving. It is designed to capture the essential modeling elements o...