We consider two model variants of a production-inventory system. The system is characterized by a producing machine which is susceptible to failure following which it must be repaired to make it operative again. The machine's production can also be stopped deliberately because of stocking capacity limitations. During ON periods the input into the buffer is continuous and uniform (until a threshold is reached), whereas during OFF periods the output from the buffer is a compound Poisson process. We are interested in computing the equilibrium content level process under the assumption that full backlogging is allowed. In the first model, variant OFF periods are independent of the demand process, and in the second variant, they are determined and controlled in accordance with a certain level crossing stopping rule.

In this article we characterize l∞-spherical density functions by means of epoch times of nonhomogeneous pure birth processes. Some further properties of l∞-spherical densities, such as Schur-concavity, positive dependence, and stochastic comparisons, are also given. The relationships of l∞-spherical densities to notions of interest in reliability theory are highlighted.

Two discrete time risk models under rates of interest are introduced. Ruin probabilities in the two risk models are discussed. Stochastic inequalities for the ruin probabilities are derived by martingales and renewal recursive techniques. The inequalities can be used to evaluate the ruin probabilities as upper bounds. Numerical illustrations for these results are given.

In this article we consider a finite queue with its arrivals controlled by the random early detection algorithm. This is one of the most prominent congestion avoidance schemes in the Internet routers. The aggregate arrival stream from the population of transmission control protocol sources is locally considered stationary renewal or Markov modulated Poisson process with general packet length distribution. We study the exact dynamics of this queue and provide the stability and the rates of convergence to the stationary distribution and obtain the packet loss probability and the waiting time distribution. Then we extend these results to a two traffic class case with each arrival stream renewal. However, computing the performance indices for this system becomes computationally prohibitive. Thus, in the latter half of the article, we approximate the dynamics of the average queue length process asymptotically via an ordinary differential equation. We estimate the error term via a diffusion approximation. We use these results to obtain approximate transient and stationary performance of the system. Finally, we provide some computational examples to show the accuracy of these approximations.

The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix P(·) and ergodic matrix Π is the matrix D ≡ ∫0∞(P(t) − Π) dt. We give conditions for D to exist and discuss properties and a representation of D. The deviation matrix of a birth–death process is investigated in detail. We also describe a new application of deviation matrices by showing that a measure for the convergence to stationarity of a stochastically increasing Markov chain can be expressed in terms of the elements of the deviation matrix of the chain.

We consider a system with heterogeneous unreliable components that requires only one component to be turned on in order for it to operate. Repair workers may have different skills and may be unavailable for random periods of time. The problem is to determine a usage and repair policy to maximize system availability. We give conditions under which the optimal usage policy is to always use, or turn on, the component with the shortest repair time, and the optimal repair policy is to always repair the most reliable component (with the smallest failure rate). We fully characterize the optimal policy when there are only two components. Our system is equivalent to a closed system with multiple single-server queues, where the objective is to minimize server idle time at one of the queues.

In this article, we develop methods for estimating the expected time to the first loss in an Erlang loss system. We are primarily interested in estimating this quantity under light traffic conditions. We propose and compare three simulation techniques as well as two Markov chain approximations. We show that the Markov chain approximations proposed by us are asymptotically exact when the load offered to the system goes to zero. The article also serves to highlight the fact that efficient estimation of transient quantities of stochastic systems often requires the use of techniques that combine analytical results with simulation.

We prove that the effective resistances of spherically symmetric random trees dominate in mean the effective resistances of random trees corresponding branching processes in varying environments and having the same growth law of spherically symmetric trees. We conjecture that the statement does not necessarily hold true in the case of stochastic domination and give an idea of constructing a counterexample.

In this article, we propose a new continuous-time stochastic inventory model with deterioration and stock-dependent demand items. We then formulate the problem of finding the optimal impulse control schedule that minimizes the total expected return over an infinite horizon, as a quasivariational inequality (QVI) problem. The QVI is shown to lead to an (s, S) policy, where s and S are determined uniquely as a solution of some algebraic equations.

This article deals with Markovian models defined on a finite-dimensional discrete state space and possess a stationary state distribution of a product-form. We view the space of such models as a mathematical object and explore its structure. We focus on models on an orthant [script Z]+n, which are homogeneous within subsets of [script Z]+n called walls, and permit only state transitions whose ∥ ∥∞-length is 1. The main finding is that the space of such models exhibits a decoupling principle: In order to produce a given product-form distribution, the transition rates on distinct walls of the same dimension can be selected without mutual interference. This principle holds also for state spaces with multiple corners (e.g., bounded boxes in [script Z]+n).

In addition, we consider models which are homogeneous throughout a finite-dimensional grid [script Z]n, now without a fixed restriction on the length of the transitions. We characterize the collection of product-form measures which are invariant for a model of this kind. For such models with bounded transitions, we prove, using Choquet's theorem, that the only possible invariant measures are product-form measures and their combinations.

We study systems of parallel queues with finite buffers, a single server with random connectivity to each queue, and arriving job flows with random or class-dependent accessibility to the queues. Only currently connected queues may receive (preemptive) service at any given time, whereas an arriving job can only join one of its accessible queues. Using the coupling method, we study three key models, progressively building from simpler to more complicated structures.

In the first model, there are only random server connectivities. It is shown that allocating the server to the Connected queue with the Fewest Empty Spaces (C-FES) stochastically minimizes the number of lost jobs due to buffer overflows, under conditions of independence and symmetry.

In the second model, we additionally consider random accessibility of queues by arriving jobs. It is shown that allocating the server to the C-FES and routing each arriving job to the currently Accessible queue with the Most Empty Spaces (C-FES/A-MES) minimizes the loss flow stochastically, under similar assumptions.

In the third model (addressing a target application), we consider multiple classes of arriving job flows, each allowed access to a deterministic subset of the queues. Under analogous assumptions, it is again shown that the C-FES/A-MES policy minimizes the loss flow stochastically.

The random connectivity/accessibility aspect enhances significantly the structure and application scope of the classical parallel queuing model. On the other hand, it introduces essential additional dynamics and considerable complications. It is interesting that a simple policy like FES/MES, known to be optimal for the classical model, extends to the C-FES/A-MES in our case.

We consider a queue fed by a large number, say n, on–off sources with generally distributed on- and off-times. The queueing resources are scaled by n: The buffer is B ≡ nb and the link rate is C ≡ nc. The model is versatile. It allows one to model both long-range-dependent traffic (by using heavy-tailed on-periods) and short-range-dependent traffic (by using light-tailed on-periods). A crucial performance metric in this model is the steady state buffer overflow probability.

This probability decays exponentially in n. Therefore, if n grows large, naive simulation is too time-consuming and fast simulation techniques have to be used. Due to the exponential decay (in n), importance sampling with an exponential change ofmeasure goes through, irrespective of the on-times being heavy or light tailed. An asymptotically optimal change of measure is found by using large deviations arguments. Notably, the change of measure is not constant during the simulation run, which is different from many other studies (usually relying on large buffer asymptotics).

Numerical examples show that our procedure improves considerably over naive simulation. We present accelerations, we discuss the influence of the shape of the distributions on the overflow probability, and we describe the limitations of our technique.

It is well known that various characteristics in risk and queuing processes can be formulated as Markov renewal functions, which are determined by Markov renewal equations. However, those functions have not been utilized as they are expected. In this article, we show that they are useful for studying asymptotic decay in risk and queuing processes under a Markovian environment. In particular, a matrix version of the Cramér–Lundberg approximation is obtained for the risk process. The corresponding result for the MAP/G/1 queue is presented as well. Emphasis is placed on a straightforward derivation using the Markov renewal structure.

This paper proposes a new logical framework for vehicle route-sequence planning of passenger travel requests. Each request is a fetch-and-send service task associated with two request-locations, namely, a source and a destination. The proposed framework is developed using propositional linear time temporal logic of Manna and Pnueli. The novelty lies in the use of the formal language for both the specification and theorem-proving analysis of precedence constraints among the location visits that are inherent in route sequences. In the framework, legal route sequences—each of which visits every request location once and only once in the precedence order of fetch-and-send associated with every such request—is formalized and justified, forming a basis upon which the link between a basic precedence constraint and the corresponding canonical forbidden-state formula is formally established. Over a given base route plan, a simple procedure to generate a feasible subplan based on a specification of the forbidden-state canonical form is also given. An example demonstrates how temporal logic analysis and the proposed procedure can be applied to select a final (feasible) subplan based on additional precedence constraints.

This paper investigates the use of typological knowledge in the visual modality through a computer framework that combines multidisciplinary technologies from computer science, that is, artificial intelligence, software engineering, database system, and programming language, to help provide solutions and services to building designers. The solving of design problems frequently involves visual thinking, which has to do with the intensive use of visual knowledge like pictures, images, and other types of visual displays. The recognized power of typological knowledge in design problem solving is applied to support the exploration of a diversity of possible design solutions represented in a pictorial mode. The innovative use of computer science technologies enables a smooth link of visual typological knowledge with the design goals. Within the framework, a core technology was designed to respond to a designer's specific needs through dynamic user viewpoint generation, so that design solutions are associated with relevant (retrieved) visual typologies from the knowledge base. This has been achieved in a two-way process, in which the designer establishes an interactive dialogue with an experimental computerized framework.

In this paper, we propose a population-based evolutionary multiobjective optimization approach to design combinational circuits. Our results indicate that the proposed approach can significantly reduce the computational effort required by a genetic algorithm (GA) to design circuits at a gate level while generating equivalent or even better solutions (i.e., circuits with a lower number of gates) than a human designer or even other GAs. Several examples taken from the literature are used to evaluate the performance of the proposed approach.

Probabilistic and stochastic algorithms have been used to solve many hard optimization problems since they can provide solutions to problems where often standard algorithms have failed. These algorithms basically search through a space of potential solutions using randomness as a major factor to make decisions. In this research, the knapsack problem (optimization problem) is solved using a genetic algorithm approach. Subsequently, comparisons are made with a greedy method and a heuristic algorithm. The knapsack problem is recognized to be NP-hard. Genetic algorithms are among search procedures based on natural selection and natural genetics. They randomly create an initial population of individuals. Then, they use genetic operators to yield new offspring. In this research, a genetic algorithm is used to solve the 0/1 knapsack problem. Special consideration is given to the penalty function where constant and self-adaptive penalty functions are adopted.

I am very pleased to have been appointed to be the new Editor of the AIEDAM journal: only the third in its 15 years of existence. My involvement with AIEDAM started early in the life of the journal, due to my professional interactions with Professor Clive Dym, its first Editor. Clive put the journal on a very sound footing, and set the high standards that the journal continues to uphold. That it has maintained such a high reputation in the fields that it covers is due to Professor William Birmingham, the second Editor. My goal is to continue with the policies developed by these two prior Editors, while striving to raise the journal's standards, reputation, and visibility even further.

Let Σ be an arbitrary signature and ϒ be a non-empty set of operation symbols within it. A (partial) Σ-algebra is ϒ-total when all its operations in ϒ are total: these are the partly total algebras in the title, and they include total algebras and attributed graphs. In this paper we establish a necessary and sufficient condition on a pair of homomorphisms of ϒ-total Σ-algebras for the existence of a pushout complement of them. This solves the application problem for the double-pushout transformation of these kinds of structure.

We define a construction operation on hypergraphs based on a colimit and show that its expressiveness is equal to the graph expressions of Bauderon and Courcelle. We also demonstrate that by closing a set of rewrite rules under graph construction we obtain a notion of rewriting equivalent to the double-pushout approach of Ehrig. The usefulness of our approach for the compositional modelling of concurrent systems is then demonstrated by giving a semantics of process graphs (corresponding to a process calculus with mobility) and of Petri nets. We introduce on the basis if a hypergraph construction, a method for the static analysis of process graphs, related to type systems.