This paper considers the robustness of stochastic stability of Markovian jump linear systems in continuousand discrete-time with respect to their transition rates and probabilities respectively. The continuous-time (discrete-time) system is described via a continuous-valued state vector and a discrete-valued mode which varies according to a Markov process (chain). By using stochastic Lyapunov f...

This paper analyzes an infinite-buffer single-server queueing system wherein customers arrive in batches of random size according to a discrete-time renewal process. The are served one at time under Markovian service Based on the censoring technique, UL-type \begin{document}$ RG $\end{document}-factorizat...

The notion of equivalence that is typically used to relate Markovian process terms and to reduce their underlying state spaces is Markovian bisimilarity. The reason is that, besides being a congruence, Markovian bisimilarity is consistent with ordinary lumping, an exact aggregation for Markov chains. In this paper we show that two non-bisimulation-based Markovian behavioral equivalences – Marko...

In this article we discuss Markovian term structure models in discrete time and with continuous state space. More precisely, we are concerned with the structural properties of such models if one has the Markov property for a part of the forward curve. We investigate the two cases where these parts are either a true subset of the forward curve, including the short rate, or the entire forward cur...

Customer retention is the key issue in the organizations facing the problem of customer impatience. Firms are employing a number o f customer retention strategies to sustain their businesses. An impatient customer (due to reneging) may be convinced to stay in service system for his service by utilizing certain convincing mechanisms. Such customers are termed as retained customers. Queuing with ...

Queuing models provide an attractive and highly-efficient alternative to simulation for quantifying traffic flow efficiency. Stationary Markovian queuing models in which both inter-arrival times and service times are exponentially distributed have been studied by the National Airspace System (NAS). However, stationary queues cannot account for peaks and valleys in demand that are commonly obser...

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. A proportion of the fluid completing service at each queue is routed immediately to each other queue, while the fluid not routed to other queues leaves the network. The fluid ...

we compare two approaches for a markovian model in flexible manufacturing systems (fmss) using monte carlo simulation. the model which is a development of fazlollahtabar and saidi-mehrabad (2013), considers two features of automated flexible manufacturing systems equipped with automated guided vehicle (agv) namely, the reliability of machines and the reliability of agvs in a multiple agv jobsho...

Motivated by large-scale service systems with network structure and non-exponential customer abandonment, in a previous paper we introduced a non-Markovian time-varying open network of many-server fluid queues with customer abandonment from each queue and timevarying proportional routing among the queues, and showed how performance functions can be determined. The deterministic fluid model serv...

Consider the class of Ensemble Square Root filtering algorithms for numerical approximation posterior distribution nonlinear Markovian signals partially observed with linear observations corrupted independent measurement noise. We analyze asymptotic behavior these in large ensemble limit both discrete and continuous time. identify limiting mean-field processes on level members, prove correspond...