Stochastic Models最新文献_第9页

A joint replenishment production-inventory model as an MMAP[K]/PH[K]/1 queue 作为MMAP[K]/PH[K]/1队列的联合补货生产库存模型

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-04-04 DOI: 10.1080/15326349.2022.2049822

Ann M. Noblesse, Nikki Sonenberg, R. Boute, M. Lambrecht, B. Van Houdt

{"title":"A joint replenishment production-inventory model as an MMAP[K]/PH[K]/1 queue","authors":"Ann M. Noblesse, Nikki Sonenberg, R. Boute, M. Lambrecht, B. Van Houdt","doi":"10.1080/15326349.2022.2049822","DOIUrl":"https://doi.org/10.1080/15326349.2022.2049822","url":null,"abstract":"Abstract In this paper we analyze a continuous review finite capacity production-inventory system with two products in inventory. With stochastic order quantities and time between orders, the model reflects a supply chain that operates in an environment with high levels of volatility. The inventory is replenished using an independent order-up-to (s, S) policy or a can-order (s, c, S) joint replenishment policy in which the endogenously determined lead times drive the parameters of the replenishment policy. The production facility is modeled as a multi-type MMAP[K]/PH[K]/1 queue in which there are K possible inventory positions when the order is placed and the age process of the busy queue has matrix-exponential distribution. We characterize the system and determine the steady state distribution using matrix analytic methods. Using numerical methods we obtain the inventory parameters that minimize the total ordering and inventory related costs. We present numerical comparisons of independent and joint replenishment policies with varying lead times, order quantities, and cost reductions. We further demonstrate the interplay between the two products in terms of lead times, order quantities and costs.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2022-04-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46919122","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Modeling escape from extinction with decomposable multi-type Sevastyanov branching processes 用可分解多类型Sevastyanov分支过程模拟灭绝逃逸

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-03-25 DOI: 10.1080/15326349.2022.2041037

Kaloyan N. Vitanov, M. Slavtchova-Bojkova

{"title":"Modeling escape from extinction with decomposable multi-type Sevastyanov branching processes","authors":"Kaloyan N. Vitanov, M. Slavtchova-Bojkova","doi":"10.1080/15326349.2022.2041037","DOIUrl":"https://doi.org/10.1080/15326349.2022.2041037","url":null,"abstract":"Abstract Biological populations under stress often face certain extinction unless they adapt toward unfavorable circumstances. In some scenarios such adaptation can assume the form of mutations within the genome of the population (e.g., cancer cells resisting chemotherapy, viruses developing resistance toward a vaccine), while in other scenarios adaptation can be in the form of movement toward some physical location (e.g., spreading of cancer cells to parts of the organism unaffected by treatment, animal populations fleeing polluted areas or areas struck by disaster). Regardless of the particular situation, it is often the case that cells/individuals with different levels of adaptation (which we may group into types) emerge among the cells/individuals of a stressed population. We propose a decomposable multi-type Sevastyanov branching process (possibly with multiple supercritical types) for modeling relevant aspects of the dynamics of such populations. The branching process developed within this paper is a generalization of the decomposable multi-type age-dependent branching process with a single supercritical type considered in Slavtchova-Bojkova and Vitanov. With respect to Slavtchova-Bojkova and Vitanov, we introduce additional, possibly supercritical, types into the interaction scheme between types, further, we incorporate possible dependence of the reproductive capabilities of cells/individuals from their age. We obtain a system of integral equations for the probability generating function of the new process and accordingly expand previous results from Slavtchova-Bojkova and Vitanov concerning probabilities of extinction, number of occurred mutations, waiting time to escape mutant, and immediate risk of escaping extinction. We also provide a general numerical scheme for calculating obtained systems of integral equations.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2022-03-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49309950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional 有界域上有色噪声驱动的随机分数阶拉普拉斯方程及其协方差泛函

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-03-16 DOI: 10.1080/15326349.2022.2045205

Nicolás Piña, T. Caraballo, E. Porcu

引用次数: 0

Predator–prey density-dependent branching processes 捕食者-猎物密度相关的分支过程

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-03-11 DOI: 10.1080/15326349.2022.2032755

C. Gutiérrez, C. Minuesa

{"title":"Predator–prey density-dependent branching processes","authors":"C. Gutiérrez, C. Minuesa","doi":"10.1080/15326349.2022.2032755","DOIUrl":"https://doi.org/10.1080/15326349.2022.2032755","url":null,"abstract":"Abstract Two density-dependent branching processes are considered to model predator–prey populations. For both models, preys are considered to be the main food supply of predators. Moreover, in each generation the number of individuals of each species is distributed according to a binomial distribution with size given by the species population size and probability of success depending on the density of preys per predator at the current generation. The difference between the two proposed processes lies in the food supply of preys. In the first one, we consider that preys have all the food they need at their disposal while in the second one, we assume that the natural resources of the environment are limited and therefore there exists a competition among preys for food supplies. Results on the fixation and extinction of both species as well as conditions for the coexistence are provided for the first model. On the event of coexistence of both populations and on the prey fixation event, the limiting growth rates are obtained. For the second model, we prove that the extinction of the entire system occurs almost surely. Finally, the evolution of both models over the generations and our analytical findings are illustrated by simulated examples.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.7,"publicationDate":"2022-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42500876","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

The threshold dynamics of a stochastic two-patch brucellosis model 随机双斑块布鲁氏菌病模型的阈值动力学

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-02-28 DOI: 10.1080/15326349.2022.2036192

Lei Dang, Xamxinur Abdurahman, Z. Teng

引用次数: 0

Moments and asymptotic properties for supercritical branching processes with immigration in random environments 随机环境中具有迁移的超临界分支过程的矩和渐近性质

IF 0.7 4区数学

Stochastic Models Pub Date : 2022-02-23 DOI: 10.1080/15326349.2022.2040365

Chunmao Huang, Chen Wang, Xiaoqiang Wang

引用次数: 1

A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets 可再生能源市场中水电灵活性优化配置的随机模型