A new method for analysing the equilibrium and time-dependent behaviour of Markovian models

Many large-scale stochastic systems, such as telecommunications networks, can be modelled using a continuous-time Markov chain. However, it is frequently the case that a satisfactory analysis of their time-dependent, or even equilibrium, behaviour is impossible. In this paper, we propose a new method of analyzing Markovian models, whereby the existing transition structure is replaced by a more amenable one. Using rates of transition given by the equilibrium expected rates of the corresponding transitions of the original chain, we are able to approximate its behaviour. We present two formulations of the idea of expected rates. The first provides a method for analysing time-dependent behaviour, while the second provides a highly accurate means of analysing equilibrium behaviour. We shall illustrate our approach with reference to a variety of models, giving particular attention to queueing and loss networks. (C) 2003 Elsevier Ltd. All rights reserved.

Product form approximations for highly linear loss networks with trunk reservation

Admission controls, such as trunk reservation, are often used in loss networks to optimise their performance. Since the numerical evaluation of performance measures is complex, much attention has been given to finding approximation methods. The Erlang Fixed-Point (EFP) approximation, which is based on an independent blocking assumption, has been used for networks both with and without controls. Several more elaborate approximation methods which account for dependencies in blocking behaviour have been developed for the uncontrolled setting. This paper is an exploratory investigation of extensions and synthesis of these methods to systems with controls, in particular, trunk reservation. In order to isolate the dependency factor, we restrict our attention to a highly linear network. We will compare the performance of the resulting approximations against the benchmark of the EFP approximation extended to the trunk reservation setting. By doing this, we seek to gain insight into the critical factors in constructing an effective approximation. (C) 2003 Elsevier Ltd. All rights reserved.

Quasiequilibrium problem in H-spaces

In the present paper, we study the quasiequilibrium problem and generalized quasiequilibrium problem of generalized quasi-variational inequality in H-spaces by a new method. Some new equilibrium existence theorems are given. Our results are different from corresponding given results or contain some recent results as their special cases. (C) 2003 Elsevier Science Ltd. All rights reserved.

Warranty and optimal reliability improvement through product development

For products sold with warranty, the warranty servicing cost can be reduced by improving product reliability through a development process. However, this increases the unit manufacturing cost. Optimal development must achieve a trade-off between these two costs. The outcome of the development process is uncertain and needs to be taken into account in the determination of the optimal development effort. The paper develops a model where this uncertainty is taken into account. (C) 2003 Elsevier Ltd. All rights reserved.

Repair-replace strategies for two-dimensional warranty policies

For repairable items sold with free replacement warranty, the actions available to the manufacturer to rectify failures under warranty are to (1) repair the failed item or (2) replace it with a new one. A proper repair-replace strategy can reduce the expected cost of servicing the warranty. In this paper, we study repair-replace strategies for items sold with a two-dimensional free replacement warranty. (C) 2003 Elsevier Ltd. All rights reserved.

Study of n-fold Weibull competing risk model

This paper deals with an n-fold Weibull competing risk model. A characterisation of the WPP plot is given along with estimation of model parameters when modelling a given data set. These are illustrated through two examples. A study of the different possible shapes for the density and failure rate functions is also presented. (C) 2003 Elsevier Ltd. All rights reserved.

Finite mixture regression model with random effects: application to neonatal hospital length of stay

A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.

Genetic algorithms in statistical tolerancing

An important aspect in manufacturing design is the distribution of geometrical tolerances so that an assembly functions with given probability, while minimising the manufacturing cost. This requires a complex search over a multidimensional domain, much of which leads to infeasible solutions and which can have many local minima. As well, Monte-Carlo methods are often required to determine the probability that the assembly functions as designed. This paper describes a genetic algorithm for carrying out this search and successfully applies it to two specific mechanical designs, enabling comparisons of a new statistical tolerancing design method with existing methods. (C) 2003 Elsevier Ltd. All rights reserved.

Modelling inpatient length of stay by a hierarchical mixture regression via the EM algorithm

The modelling of inpatient length of stay (LOS) has important implications in health care studies. Finite mixture distributions are usually used to model the heterogeneous LOS distribution, due to a certain proportion of patients sustaining-a longer stay. However, the morbidity data are collected from hospitals, observations clustered within the same hospital are often correlated. The generalized linear mixed model approach is adopted to accommodate the inherent correlation via unobservable random effects. An EM algorithm is developed to obtain residual maximum quasi-likelihood estimation. The proposed hierarchical mixture regression approach enables the identification and assessment of factors influencing the long-stay proportion and the LOS for the long-stay patient subgroup. A neonatal LOS data set is used for illustration, (C) 2003 Elsevier Science Ltd. All rights reserved.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

A new system of variational inclusions with (H,eta)-monotone operators in Hilbert spaces

In this paper, we introduce and study a new system of variational inclusions involving (H, eta)-monotone operators in Hilbert space. Using the resolvent operator associated with (H, eta)monotone operators, we prove the existence and uniqueness of solutions for this new system of variational inclusions. We also construct a new algorithm for approximating the solution of this system and discuss the convergence of the sequence of iterates generated by the algorithm. (c) 2005 Elsevier Ltd. All rights reserved.

A new approach to control of MIMO processes with static nonlinearities using an extended IMC framework

In this paper, a new control design method is proposed for stable processes which can be described using Hammerstein-Wiener models. The internal model control (IMC) framework is extended to accommodate multiple IMC controllers, one for each subsystem. The concept of passive systems is used to construct the IMC controllers which approximate the inverses of the subsystems to achieve dynamic control performance. The Passivity Theorem is used to ensure the closed-loop stability. (c) 2005 Elsevier Ltd. All rights reserved.

Imagining an interdisciplinary doctoral pedagogy

There has been a great deal of discussion about the need for interdisciplinary, applied research to service the needs of the knowledge economy and to solve the broader complex theoretical problems of the twenty-first century. This is known as 'Mode 2' knowledge production. Yet, university research higher degree programs continue to be largely disciplinary-based. While there has been a rise in the number of research students working on industry-related, applied projects, very few research students gain exposure to interdisciplinary research processes. This paper explores several examples of interdisciplinary doctoral programs based in North America and Australia and seeks to draw upon examples of undergraduate interdisciplinary learning and epistemology. In reviewing this theoretical work and a number of strategies implemented at an Australian university, the paper begins to imagine an interdisciplinary doctoral pedagogy.

Warranty cost analysis for second-hand products

For second-hand products sold with warranty, the expected warranty cost for an item to the manufacturer, depends on (i) the age and/or usage as well as the maintenance history for the item and (ii) the terms of the warranty policy. The paper develops probabilistic models to compute the expected warranty cost to the manufacturer when the items are sold with free replacement or pro rata warranties. (C) 2000 Elsevier Science Ltd. All rights reserved.