A comparison with an optimal security-unaware VMM mechanism shows that our model provides a less risky operation at the cost of an increase in service rejection, which is caused by the use of additional VMs to shield the computation task. It is proved that, as the discount factor increases to 1, an appropriate normalization of the discounted value functions converges to the average cost, extending recent results derived under the assumption that the state space is communicating. This paper proposes a novel model-based analytics approach for profiling virtualized network function (VNF) workloads, towards real-time estimation of network KPIs (specifically, power and latency), based on an MX/G/1/SET queueing model that captures both the workload burstiness and system setup times (caused by interrupt coalescing and power management actions). The conservation equations for this class of flows are derived, and the limiting behavior of the flows in the network as related to the properties of the fractions Pij For fixed base-stock S, this algorithm can be applied to compute the average cost and it is straightforward (but burdensome for large r) to compute the optimal S and the minimum average cost. Such systems are widely used in transportation, utilities, healthcare, and manufacturing. during the next period of time. Finally, we examine the robustness of our model to violations in the underlying assumptions and find the model remains useful over a range of operating assumptions. The task is specified as a formula in metric interval temporal logic (MITL). A Lagrangian relaxation and the subgradient method solution approach is proposed. For this reason, we have developed a new method for comparing probabilistic seismic hazards maps with estimated hazard footprints of past earthquakes. Examples of healthcare services with series patients include radiotherapy/chemotherapy for cancer, physical therapy, kidney dialysis, diabetes treatment, etc. The item is supplied by an exogenous and sequential system with stochastic lead times (LTs) specified by their mean and standard deviation (SD). As long as an earthquake does not damage an insured building, premiums are invested to increase the available. whose sum over j equals unity may be interpreted as the transition probability of a finite Markov chain in that the unit flow in state, The paper deals with the problem of catching the elephants in the Internet traffic. La troisième contribution correspond à la proposition de deux stratégies de maintenance conditionnelle à inspection hybrides pour la maintenance des systèmes à composants multiples ayant des qualités différentes et inconnues. The purpose of this paper is to present an alternative algorithm for computing the stationary queue-length and system-length distributions of a single working vacation queue with renewal input batch arrival and exponential holding times. $\textsc {ASAPP}$ We consider the relaxation of three sets of constraints, including customer assignment, warehouse demand, and variance constraints. Classical … However, due to the huge state space, computing the optimal policy is impractical. Effective network slicing requires an infrastructure/network provider to deal with the uncertain demand and real-time dynamics of network resource requests. When c 2 Θ > 1, then we propose to use a hyper-exponential distribution with balanced means to fit the first two moments. Las cadenas de Markov son una familia de procesos estocásticos, definidas como una secuencia de variables aleatorias en la que la dependencia de los eventos sucesivos está dada solo por una unidad de tiempo, es decir, que la probabilidad futura del proceso depende únicamente del estado actual del proceso y no está influenciada por su historia pasada, lo cual es denominado propiedad Markoviana, ... • Brownian motion with drift with parameter (µ, σ) is a stochastic process {X(t), t ≥ 0} with the following properties. Each customer requires a generally distributed service time. Semantic Scholar is a free, AI-powered research tool for scientific literature, based at the Allen Institute for AI. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). If the accumulated capital is big enough before an earthquake causes damage to a building, it is used to finance seismic retrofitting works. It also evinces significant impacts of the selected inventory control policy into total costs and network design, including risk pooling effects, when it is compared with different review period values and continuous review. In addition, for the last two models, several guarantee policies are proposed and the allocation of the warranty cost between the manufacturer and the consumer are studied.Finally, an M-out-of-N system which operates in a dynamic environment is studied. This article develops an optimal and fast real-time resource slicing framework that maximizes the long-term return of the network provider while taking into account the uncertainty of resource demand from tenants. In the renewal theory portion of this thesis, the asymptotic result of renewal mass function and new asymptotic moments are found using the method of generating functions. We also say that {X t,t ∈T}is a version of {Y t,t ∈T}. Arrivals have precedence over departures and departures have precedence over a change of the environment. Many analytical models for performance evaluation of non-saturated IEEE 802.11 DCF utilizing finite buffer have been proposed in last two decades. Due to repeated contacts between the typical infective and previously infected individuals, $R_0$ overestimates the average number of secondary infections and leads to, perhaps unnecessary, high immunization coverage. The most effective solutions could be achieved through the transfer of laws from one area of knowledge to another. In addition, an economic model has been developed in order to test existing damage-cost models with historical data previously collected.Finally, the last part of my thesis work focuses on the study of a new insurance model, where the cost of the insurance premiums is allocated to each building. El índice sugerido se aplica a una muestra de 5700 estudiantes universitarios de las cohortes anuales 2012-2015 de 8 facultades, todas ellas pertenecientes a una universidad pública y regional de Chile. must be addressed, in a scalable and sustainable manner. Applied Probability and Queues, S. Asmussen, Springer 2003. We show that, given the state of the system, the optimal repair policy follows a unique threshold indicator (either work on the real failures or the suspected ones). To obtain the optimal resource allocation policy under the dynamics of slicing requests, e.g., uncertain service time and resource demands, a Q-learning algorithm is often adopted in the literature. El acceso a la educación superior es solo un primer paso a la equidad educativa, el siguiente es lograr la retención del estudiante o, lo que es lo mismo, evitar su deserción. In this paper, we consider the problem of selecting appropriate heterogeneous servers in cloud centers for stochastically arriving requests in order to obtain an optimal tradeoff between the expected response time and power consumption. Numerical evaluations on both simulated and real-world SLAM datasets demonstrate the speedup achieved with ASAPP and show the algorithm's resilience against a wide range of communication delays in practice. In this paper we propose a dynamic, probabilistic approach, where we estimate the connection probability assuming Poisson Processes on all roads in the network, based on the current traffic density. This book is intended as a beginning text in stochastic processes for stu-dents familiar with elementary probability calculus. Such a fundamental delay-reliability tradeoff has rarely been considered in WNCSs. To the best of our knowledge, researches on CBM optimization with imperfect inspections remain limited for continuous degradation processes, even though the subject is of practical interest for the implementation of a CBM policy. Finally, we demonstrate that the aforementioned UI condition holds in the following cases: (i) the holding cost has (at most) linear growth, and all service times have finite second moments; (ii) the holding cost grows at most at a polynomial rate (of any degree), and the service-time distributions possess finite moment generating functions. Wiley. These systems are subject to different failure types, and for each failure, a service engineer with the necessary spare part has to be assigned to repair the system. The proposed approach is evaluated by means of simulations, and its superiority to other reference schemes in terms of reward and other key performance indicators is analyzed. In this context, the subject I chose for my thesis is: " Seismic loss modelling in insurance industry: towards a new model for better claims management". By enabling robots to optimize their local trajectory estimates without synchronization, ASAPP offers resiliency against communication delays and alleviates the need to wait for stragglers in the network. In a case study with 93 types of spare parts, we show that the solution of the greedy algorithm is always within 2% of the optimal solution and is up to 20% better than a separated optimization approach encountered in practice. For this reason, a database of the economic consequences of past earthquakes has been created. We show that v → ∅.Recent interest in isomorphisms has centered on examining compact, quasi-everywhere invariant, essentially Gaussian algebras. Untuk batasan nilai terdapat dua state yang transient, dua state yang recurrent, dan membentuk satu kelas ekivalensi, sedangkan untuk batasan nilai terdapat dua state yang transient, dua state yang recurrent, dan termasuk state yang recurrent dalam satu kelas ekivalensi. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. These are the lecture notes for a one quarter graduate course in Stochastic Pro-cessesthat I taught at Stanford University in 2002and 2003. We start with a crash course in stochastic calculus, which introduces Brownian motion, stochastic integration, and stochastic processes without going into mathematical details. We recommend the Index Policy with Geometric approximation for series patients’ scheduling, which is computationally efficient and can significantly increases profits by incorporating the series feature of the patients’ appointments. We first carry out the analysis under the low-traffic regime in which case the system consists of at most one download request at any time. However, the devices are also subject to security, This paper is concerned with a class of dynamic network flow problems in which the amount of flow leaving node i in one time period for node j is the fraction pij The appointment scheduling problem is formulated using an MDP model. In this paper, we propose a novel WNCS, where the controller adaptively changes the packet length for control based on the current status of the physical process. Asimismo, disponer de este índice permite una estimación formal para cambios o variaciones temporales del riesgo y cuantificar el impacto de las intervenciones, no solo para el caso en estudio, sino para todo el sistema de educación superior. The number of time slots between two consecutive transitions of the environment follows a geometric distribution with a transition-dependent parameter. We examine the behavior of the optimal policy under different failure rates and threat levels. i will move to state j with probability pij To substantiate its roll out, a number of issues (e.g., COTS’ inherent performance and energy efficiency, virtualization overhead, etc.) La deuxième contribution est dédiée au développement et l'évaluation d'une stratégie conjointe de maintenance prévisionnelle et de gestion des pièces de rechange qui s'applique à des systèmes à composants multiples ayant des qualités différentes. This paper presents a transform free approach for computing various key performance parameters in simple and fast manner. When urban planning for convenience of the population and business it is necessary to place rationally objects of retail trade and service. Includes bibliographical references and index. [39] In the risk-neutral context, corresponding to a null risk-sensitivity coefficient, the approximation of the average criterion via the discounted index is a classical problem with a well-known solution; see for instance, Arapostathis et al. First course in stochastic models. underlying Markov process on $[k]^{\zz{N}}$ can depend in a non-trivial way on However, such an algorithm is notorious for its slow convergence, especially for problems with large state/action spaces. Introduction to Matrix Analytic Methods in Stochastic Modeling by G. Latouche, V. Ra-maswami. For each of the three models above, several maintenance policies are proposed. A condition-based maintenance (CBM) strategy is now recognized as an efficient approach to perform maintenance at the best time before failures so as to save lifetime cycle cost. Any exchangeable Markov processes on $[k]^{\mathbb{N}}$ with cadlag sample Furthermore, a CBM policy with a two-stage inspection scheme is proposed to take benefit of mixing both perfect and imperfect inspections in the same maintenance policy. For continuous degradation processes, a significant source of variability lies in measurement errors caused by imperfect inspections, and this may lead to “false positive” or “false negative” observations, and consequently to inopportune maintenance decisions. This method is not only simple but also provides the extra constant terms in the asymptotic second moment which are unavailable in the literature. Another challenge is the combinatorial optimization of numerous resources, e.g., radio, computing, and storage. To obtain the optimal resource allocation policy under the dynamics of slicing requests, e.g., uncertain service time and resource demands, a Q-learning algorithm is often adopted in the literature. The loss of capital that these generate is then compensated by the resistance gain of the building. the exchangeable $\sigma$-algebra of the process. Read as many books as you like (Personal use) and Join Over 150.000 Happy Readers. Corpus ID: 53074255. This course is intended for incoming master students in Stanford’s Financial Mathematics program, for ad-vanced undergraduates majoring in … STA 4821 Stochastic Models for Computer Science . We also propose a new cost structure that allows for an efficient assessment of the long-term impact of providing additional VMs to foster security services. Use the link below to share a full-text version of this article with your friends and colleagues. Our proofs that the UI condition holds in these two cases may be of an independent interest. Assuming that the vaccine is imperfect, alternative measures to $R_0$ are defined in order to study the influence of the initial coverage and vaccine efficacy on the transmission of the epidemic. 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