5 papers
Steady-state optimization of an exhaustive Levy storage process with intermittent output and random output rate
Royi Jacobovic, Offer Kella
Consider a regenerative storage process with a nondecreasing Lévy input (subordinator) such that every cycle may be split into two periods. In the first (off) the output is shut of…
Minimizing a stochastic convex function subject to stochastic constraints and some applications
Royi Jacobovic, Offer Kella
In the simplest case, we obtain a general solution to a problem of minimizing an integral of a nondecreasing right continuous stochastic process from zero to some nonnegative rando…
Asymptotic comparison of two-stage selection procedures under quasi-Bayesian framework
Royi Jacobovic
This paper revisits the procedures suggested by Dudewicz and Dalal (1975) and Rinott (1978) which are designed for selecting the population with the highest mean among independent…
Asymptotic independence of regenerative processes with dependent cycles
Royi Jacobovic, Offer Kella
We identify general conditions under which regenerative processes with dependent cycles and cycle lengths are asymptotically independent. The result is applied to various models. I…
On The Asymptotic Efficiency of Selection Procedures for Independent Gaussian Populations
Royi Jacobovic, Or Zuk
The field of discrete event simulation and optimization techniques motivates researchers to adjust classic ranking and selection (R&S) procedures to the settings where the number o…