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OPTIMAL CONTROL POLICY FOR A BROWNIAN INVENTORY SYSTEM WITH CONCAVE ORDERING COST 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2015, 卷号: 52, 期号: 4, 页码: 909-925
作者:  Yao, Dacheng;  Chao, Xiuli;  Wu, Jingchen
收藏  |  浏览/下载:128/0  |  提交时间:2018/07/30
Brownian inventory system  (s, S) policy  concave ordering cost  
Phase transition on the degree sequence of a random graph process with vertex copying and deletion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 卷号: 121, 期号: 4, 页码: 885-895
作者:  Cai, Kai-Yuan;  Dong, Zhao;  Liu, Ke;  Wu, Xian-Yuan
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Degree sequence  Power law  Phase transition  Difference equation  
THE ALGEBRAIC DEGREE OF PHASE-TYPE DISTRIBUTIONS 期刊论文
JOURNAL OF APPLIED PROBABILITY, 2010, 卷号: 47, 期号: 3, 页码: 611-629
作者:  Fackrell, Mark;  He, Qi-Ming;  Taylor, Peter;  Zhang, Hanqin
收藏  |  浏览/下载:121/0  |  提交时间:2018/07/30
Phase-type distribution  rational Laplace-Stieltjes transform  algebraic degree  matrix-analytic method  
An algorithm for computing minimal Coxian representations 期刊论文
INFORMS JOURNAL ON COMPUTING, 2008, 卷号: 20, 期号: 2, 页码: 179-190
作者:  He, Qi-Ming;  Zhang, Hanqin
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
Coxian distribution  phase-type distribution  matrix-exponential distribution  matrix-analytic methods  nonlinear programming  
Coxian approximations of matrix-exponential distributions 期刊论文
CALCOLO, 2007, 卷号: 44, 期号: 4, 页码: 235-264
作者:  He, Qi-Ming;  Zhang, Hanqin
收藏  |  浏览/下载:74/0  |  提交时间:2018/07/30
matrix-exponential distribution  Coxian distribution  phase-type distribution  matrix analytic methods  Perron-Frobenius theory  
Spectral polynomial algorithms for computing bi-diagonal representations for phase type distributions and matrix-exponential distributions 期刊论文
STOCHASTIC MODELS, 2006, 卷号: 22, 期号: 2, 页码: 289-317
作者:  He, QM;  Zhang, HQ
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
coxian distribution  invariant polytope  matrix analytic methods  matrix-exponential distribution  PH-distribution  
On the speed of convergence to an exponential distribution for the time of the first occurrence of a rare event in a regenerating process 期刊论文
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2002, 卷号: 16, 期号: 1, 页码: 121-128
作者:  Zhang, HQ;  Li, W
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30