• Title/Summary/Keyword: Markov Chain Process Strategy

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The Decision Making Strategy for Determining the Optimal Production Time : A Stochastic Process and NPV Approach (최적생산시기 결정을 위한 의사결정전략 : 추계적 과정과 순현재가치 접근)

  • Choi, Jong-Du
    • Journal of the Korean Operations Research and Management Science Society
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    • v.32 no.1
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    • pp.147-160
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    • 2007
  • In this paper, the optimal decision making strategy for resource management is viewed in terms of a combined strategy of planting and producing time. A model which can be used to determine the optimal management strategy is developed, and focuses on how to design the operation of a Markov chain so as to optimize its performance. This study estimated a dynamic stochastic model to compare alternative production style and used the net present value of returns to evaluate the scenarios. The managers in this study may be able to increase economic returns by delaying produce in order to market larder, more valuable commodities.

A Novel Spectrum Allocation Strategy with Channel Bonding and Channel Reservation

  • Jin, Shunfu;Yao, Xinghua;Ma, Zhanyou
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.10
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    • pp.4034-4053
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    • 2015
  • In order to meet various requirements for transmission quality of both primary users (PUs) and secondary users (SUs) in cognitive radio networks, we introduce a channel bonding mechanism for PUs and a channel reservation mechanism for SUs, then we propose a novel spectrum allocation strategy. Taking into account the mistake detection and false alarm due to imperfect channel sensing, we establish a three-dimensional Markov chain to model the stochastic process of the proposed strategy. Using the method of matrix geometric solution, we derive the performance measures in terms of interference rate of PU packets, average delay and throughput of SU packets. Moreover, we investigate the influence of the number of the reserved (resp. licensed) channels on the system performance with numerical experiments. Finally, to optimize the proposed strategy socially, we provide a charging policy for SU packets.

Markov Chain based Packet Scheduling in Wireless Heterogeneous Networks

  • Mansouri, Wahida Ali;Othman, Salwa Hamda;Asklany, Somia
    • International Journal of Computer Science & Network Security
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    • v.22 no.3
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    • pp.1-8
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    • 2022
  • Supporting real-time flows with delay and throughput constraints is an important challenge for future wireless networks. In this paper, we develop an optimal scheduling scheme to optimally choose the packets to transmit. The optimal transmission strategy is based on an observable Markov decision process. The novelty of the work focuses on a priority-based probabilistic packet scheduling strategy for efficient packet transmission. This helps in providing guaranteed services to real time traffic in Heterogeneous Wireless Networks. The proposed scheduling mechanism is able to optimize the desired performance. The proposed scheduler improves the overall end-to-end delay, decreases the packet loss ratio, and reduces blocking probability even in the case of congested network.

Methodology of a Probabilistic Pavement Performance Prediction Model Based on the Markov Process (확률적 포장 공용성 예측모델 개발 방법론)

  • Yoo, Pyeong-Jun;Lee, Dong-Hyun
    • International Journal of Highway Engineering
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    • v.4 no.4 s.14
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    • pp.1-12
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    • 2002
  • Pavement Management System has a special purpose that the rehabilitation strategy applied on pavement should be executable in view of technical and economical point after new pavement open to the traffic. To achieve that purpose, a reliable pavement performance prediction model should be embeded in the system. The object of this study is to develop a probabilistic pavement performance prediction model for evaluating asphalt pavements based on the Markov chain concept. In this paper, methodology of the Markov chain modeling principle is explained, and the application of this model to asphalt pavement is described. As the results, transition matrics for predicting asphalt pavement performance are obtained, and also performance life is estimated quantitatively by this system.

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Multi-Objective Handover in LTE Macro/Femto-Cell Networks

  • Roy, Abhishek;Shin, Jitae;Saxena, Navrati
    • Journal of Communications and Networks
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    • v.14 no.5
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    • pp.578-587
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    • 2012
  • One of the key elements in the emerging, packet-based long term evolution (LTE) cellular systems is the deployment of multiple femtocells for the improvement of coverage and data rate. However, arbitrary overlaps in the coverage of these femtocells make the handover operation more complex and challenging. As the existing handover strategy of LTE systems considers only carrier to interference plus noise ratio (CINR), it often suffers from resource constraints in the target femtocell, thereby leading to handover failure. In this paper, we propose a new efficient, multi-objective handover solution for LTE cellular systems. The proposed solution considers multiple parameters like signal strength and available bandwidth in the selection of the optimal target cell. This results in a significant increase in the handover success rate, thereby reducing the blocking of handover and new sessions. The overall handover process is modeled and analyzed by a three-dimensional Markov chain. The analytical results for the major performance metrics closely resemble the simulation results. The simulation results show that the proposed multi-objective handover offers considerable improvement in the session blocking rates, session queuing delay, handover latency, and goodput during handover.

A Bayesian Inference for Power Law Process with a Single Change Point

  • Kim, Kiwoong;Inkwon Yeo;Sinsup Cho;Kim, Jae-Joo
    • International Journal of Quality Innovation
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    • v.5 no.1
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    • pp.1-9
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    • 2004
  • The nonhomogeneous poisson process (NHPP) is often used to model repairable systems that are subject to a minimal repair strategy, with negligible repair times. In this situation, the system can be characterized by its intensity function. There have been many NHPP models according to intensity functions. However, the intensity function of system in use can be changed because of repair or its aging. We consider the single change point model as the modification of the power law process. The shape parameter of its intensity function is changed before and after the change point. We detect the presence of the change point using Bayesian methodology. Some numerical results are also presented.

Mathematical Analysis Power Spectrum of M-ary MSK and Detection with Optimum Maximum Likelihood

  • Niu, Zheng;Jiang, Yuzhong;Jia, Shuyang;Huang, Zhi;Zou, Wenliang;Liu, Gang;Li, Yu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.8
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    • pp.2900-2922
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    • 2021
  • In this paper, the power spectral density(PSD) for Multilevel Minimum Shift Keyed signal with modulation index h = 1/2 (M-ary MSK) are derived using the mathematical method of the Markov Chain model. At first, according to an essential requirement of the phase continuity characteristics of MSK signals, a complete model of the whole process of signal generation is built. Then, the derivations for autocorrelation functions are carried out precisely. After that, we verified the correctness and accuracy of the theoretical derivation by comparing the derived results with numerical simulations using MATLAB. We also divided the spectrum into four components according to the derivation. By analyzing these figures in the graphic, each component determines the characteristics of the spectrum. It is vital for enhanced spectral characteristics. To more visually represent the energy concentration of the main flap and the roll-down speed of the side flap, the specific out-of-band power of M-ary MSK is given. OMLCD(Optimum Maximum Likelihood Coherent Detection) of M-ary MSK is adopted to compare the signal received with prepared in advance in a code element T to go for the best. And M-ary MSK BER(Bit Error Rate) is compared with the same ary PSK (Phase Shift Keying) with M=2,4,6,8. The results show the detection method could improve performance by increasing the length of L(memory inherent) in the phase continuity.