Works (20)
Updated: July 5th, 2023 16:01
2007 journal article
Call admission control for an adaptive heterogeneous multimedia mobile network
IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, 6(2), 515–525.
author keywords: multi-cell; multi-call; heterogeneous; multimedia; adaptation
TL;DR:
A novel call admission control (CAC) scheme for an adaptive heterogeneous multimedia mobile network with multiple classes of calls is investigated here and it is proved that the stationary distribution of the number of calls in the network has a product form.
(via Semantic Scholar)
Source: Web Of Science
Added: August 6, 2018
2007 journal article
Probabilistic solution and bounds for serial inventory systems with discounted and average costs
NAVAL RESEARCH LOGISTICS, 54(6), 623–631.
author keywords: multi-echelon inventory system; average cost; discounted cost; optimality of echelon base-stock policies; bounds and heuristics
UN Sustainable Development Goal Categories
12. Responsible Consumption and Production
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2006 journal article
A novel method for multistage scenario generation based on cluster analysis
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 5(3), 513–530.
author keywords: dynamic portfolio selection; stochastic linear goal programming model; multistage scenario generation; cluster analysis; arbitrage
TL;DR:
A linear programming model is proposed to exclude the arbitrage opportunity by appending a scenario to the generated scenario set by means of a cited stochastic linear goal programming portfolio model.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2006 journal article
Capacity allocation with traditional and Internet channels
NAVAL RESEARCH LOGISTICS, 53(8), 772–787.
author keywords: capacity allocation; game theory; nash equilibrium; sequential game
TL;DR:
A myopic solution is derived and shown to be a Nash equilibrium solution of a corresponding “sequential game” in which each firm decides its total capacity and allocates this capacity between its local and online stores.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
12. Responsible Consumption and Production
(Web of Science)
Sources: Web Of Science, NC State University Libraries
Added: August 6, 2018
2006 review
Joint inventory-and-pricing strategy for a stochastic continuous-review system
[Review of ]. IIE TRANSACTIONS, 38(5), 401–408.
UN Sustainable Development Goal Categories
12. Responsible Consumption and Production
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2005 journal article
Game theoretic analysis of a distribution system with customer market search
Annals of Operations Research, 135(1), 223–238.
TL;DR:
A single period model in which the supplier may have infinite or finite capacity is studied, and the concept of Stackelberg game is used to develop optimal strategies for both the leader and the follower.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
12. Responsible Consumption and Production
(Web of Science)
Sources: NC State University Libraries, NC State University Libraries
Added: August 6, 2018
2005 journal article
Multiperiod portfolio selection on a minimax rule
Dynamics of Continuous, Discrete & Impulsive Systems. Series B, Applications & Algorithms, 12(4), 565–587.
Source: NC State University Libraries
Added: August 6, 2018
2005 article
Optimal consumption portfolio and no-arbitrage with nonproportional transaction costs
Chao, X., Lai, K. K., Wang, S. Y., & Yu, M. (2005, January). ANNALS OF OPERATIONS RESEARCH, Vol. 135, pp. 211–221.
author keywords: no-arbitrage; optimal consumption; portfolio selection; transaction costs; bid-ask spreads
TL;DR:
A finite-state financial market with non-proportional transaction cost and bid-ask spreads is considered, finding that these two forms of arbitrage are equivalent unless the fixed cost is zero, and the relationship between weak arbitrage and strong arbitrage is studied.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2005 journal article
Performance analysis of a cellular network with multiple classes of calls
IEEE Transactions on Communications, 53(9), 1542–1550.
Source: NC State University Libraries
Added: August 6, 2018
2005 journal article
Pricing in revenue management for multiple firms competing for customers
International Journal of Production Economics, 98(1), 16-.
Source: NC State University Libraries
Added: August 6, 2018
2005 article
Special issue on financial engineering
Chao, X. L., Li, D., & Wang, S. Y. (2005, October). IIE TRANSACTIONS, Vol. 37, pp. 891–892.
Source: Web Of Science
Added: August 6, 2018
2004 journal article
A stochastic directional convexity result and its application in comparison of queues
QUEUEING SYSTEMS, 48(3-4), 399–419.
author keywords: heterogeneous queues; monotonicity; blocking probability; stochastic directional convexity; increasing convex ordering
TL;DR:
This paper shows that the blocking probability of M/M/C/N queue is increasing directionally convex in (λ,−μ), where λ is arrival rate and μ is service rate, and applies the increasing directional convexity result.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2004 journal article
Dynamic balancing of inventory in supply chains
European Journal of Operational Research, 159(2), 296–317.
Source: NC State University Libraries
Added: August 6, 2018
2004 journal article
Modeling and performance evaluation of a cellular mobile network
IEEE-ACM TRANSACTIONS ON NETWORKING, 12(1), 131–145.
author keywords: actual call connection time (ACCT); call blocking and dropping probability; cellular mobile network; mobility; queueing network
TL;DR:
An analytic model of cellular mobile communications networks with instantaneous movement is investigated and is showed to be equivalent to a queueing network and furthermore the equilibrium distribution of this cellular mobile network is proved to have a product form.
(via Semantic Scholar)
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Arrival first queueing networks with applications in kanban production systems
PERFORMANCE EVALUATION, 51(2-4), 83–102.
author keywords: arrival first networks; arrival rules; kanban; partial balance; product form solutions; pull system
TL;DR:
This paper characterises a new class of queueing networks called arrival first networks, characterise its transition rates and derive the relationship between arrival rules, linear partial balance equations, and product form stationary distributions.
(via Semantic Scholar)
research.utwente.nl (repository)
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Resource allocation in multisite service systems with intersite customer flows
MANAGEMENT SCIENCE, 49(12), 1739–1752.
author keywords: multisite service system; resource allocation; service quality; waiting time; customer switching; health care; incentive compatibility
TL;DR:
This work develops analytical optimization models and obtains the explicit optimal allocation policy and demonstrates that the optimal resource allocation solution exhibits a structure of "one large and many small."
(via Semantic Scholar)
UN Sustainable Development Goal Categories
3. Good Health and Well-being
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Transient analysis of immigration birth-death processes with total catastrophes
Probability in the Engineering and Informational Sciences, 17(1), 83–106.
Source: NC State University Libraries
Added: August 6, 2018
2001 journal article
State-dependent coupling in general networks
QUEUEING SYSTEMS, 39(4), 337–348.
author keywords: queueing networks; state-dependent coupling; invariant measures; Markov chains; state-dependent routing; local balance equations
TL;DR:
This paper begins with a network in which the transition rates governing the stochastic behaviour of the individual nodes depend only on the state of the node, and constructs another network with transition rates at each node depending on theState of the entire network, and obtains its invariant measure.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2000 journal article
On truncation properties of finite-buffer queues and queueing networks
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 14(4), 409–423.
TL;DR:
It is shown that several truncation properties of queueing systems are consequences of a simple property of censored stochastic processes, and results are applied to single-server batch arrival batch service queues with finite buffers and queueing networks with finite buffer movements.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2000 journal article
Several results on the design of queueing systems
OPERATIONS RESEARCH, 48(6), 965–970.
TL;DR:
This work considers several queueing design problems and shows that the results for minimizing the waiting time in the queue are markedly different from those for minimizing total time in a single-server system.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
11. Sustainable Cities and Communities
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
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