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Markovian Systems (markovian + system)

Distribution by Scientific Domains
Engineering40%

Selected Abstracts

Robust Maintenance Policies for Markovian Systems under Model Uncertainty

COMPUTER-AIDED CIVIL AND INFRASTRUCTURE ENGINEERING, Issue 3 2006
Kenneth D. Kuhn
Many sources of error, some difficult to quantify, can limit the ability of asset management systems to accurately predict how built systems will deteriorate. This article introduces the use of robust optimization to deal with epistemic uncertainty. The Hurwicz criterion is employed to ensure management policies are never "too conservative." An efficient solution algorithm is developed to solve robust counterparts of the asset management problem. A case study demonstrates how the consideration of uncertainty alters optimal management policies and shows how the proposed approach may reduce maintenance and rehabilitation (M&R) expenditures. [source]

Dynamic server assignment policies for assembly-type queues with flexible servers

NAVAL RESEARCH LOGISTICS: AN INTERNATIONAL JOURNAL, Issue 3 2008
Yi-Chun Tsai
Abstract We seek dynamic server assignment policies in finite-capacity queueing systems with flexible and collaborative servers, which involve an assembly and/or a disassembly operation. The objective is to maximize the steady-state throughput. We completely characterize the optimal policy for a Markovian system with two servers, two feeder stations, and instantaneous assembly and disassembly operations. This optimal policy allocates one server per station unless one of the stations is blocked, in which case both servers work at the unblocked station. For Markovian systems with three stations and instantaneous assembly and/or disassembly operations, we consider similar policies that move a server away from his/her "primary" station only when that station is blocked or starving. We determine the optimal assignment of each server whose primary station is blocked or starving in systems with three stations and zero buffers, by formulating the problem as a Markov decision process. Using this optimal assignment, we develop heuristic policies for systems with three or more stations and positive buffers, and show by means of a numerical study that these policies provide near-optimal throughput. Furthermore, our numerical study shows that these policies developed for assembly-type systems also work well in tandem systems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008 [source]

Robustness of efficient server assignment policies to service time distributions in finite-buffered lines

NAVAL RESEARCH LOGISTICS: AN INTERNATIONAL JOURNAL, Issue 6 2010
Eser K, zlar
Abstract We study the assignment of flexible servers to stations in tandem lines with service times that are not necessarily exponentially distributed. Our goal is to achieve optimal or near-optimal throughput. For systems with infinite buffers, it is already known that the effective assignment of flexible servers is robust to the service time distributions. We provide analytical results for small systems and numerical results for larger systems that support the same conclusion for tandem lines with finite buffers. In the process, we propose server assignment heuristics that perform well for systems with different service time distributions. Our research suggests that policies known to be optimal or near-optimal for Markovian systems are also likely to be effective when used to assign servers to tasks in non-Markovian systems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010 [source]

Dynamic server assignment policies for assembly-type queues with flexible servers

NAVAL RESEARCH LOGISTICS: AN INTERNATIONAL JOURNAL, Issue 3 2008
Yi-Chun Tsai
Abstract We seek dynamic server assignment policies in finite-capacity queueing systems with flexible and collaborative servers, which involve an assembly and/or a disassembly operation. The objective is to maximize the steady-state throughput. We completely characterize the optimal policy for a Markovian system with two servers, two feeder stations, and instantaneous assembly and disassembly operations. This optimal policy allocates one server per station unless one of the stations is blocked, in which case both servers work at the unblocked station. For Markovian systems with three stations and instantaneous assembly and/or disassembly operations, we consider similar policies that move a server away from his/her "primary" station only when that station is blocked or starving. We determine the optimal assignment of each server whose primary station is blocked or starving in systems with three stations and zero buffers, by formulating the problem as a Markov decision process. Using this optimal assignment, we develop heuristic policies for systems with three or more stations and positive buffers, and show by means of a numerical study that these policies provide near-optimal throughput. Furthermore, our numerical study shows that these policies developed for assembly-type systems also work well in tandem systems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008 [source]

A note on the robust control of Markov jump linear uncertain systems

OPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 2 2002
D. P. de Farias
Abstract This note addresses a robust control problem of continuous-time jump linear Markovian systems subject to norm-bounded parametric uncertainties. The problem is expressed in terms of a H, control problem as in the purely deterministic case. The present formulation is simpler and it contains previous results in the literature as particular cases. Robust state feedback controllers are parameterized by means of a set of linear matrix inequalities. The result is illustrated by solving some examples numerically. Copyright © 2002 John Wiley & Sons, Ltd. [source]