Showing math.PRShow all
3 papers · 1 filter
math.PR2019
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…
math.PR2019
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…
math.PR2017
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…