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The non-homogeneous Markov system in a stochastic environment

Part of: Operations research and management science

Published online by Cambridge University Press:  14 July 2016

N. Tsantas  and
P.-C. G. Vassiliou
N. Tsantas
Affiliation:
Aristotle University of Thessaloniki
P.-C. G. Vassiliou*
Affiliation:
Aristotle University of Thessaloniki
*
∗ Postal address: Statistics and Operations Research Section, Department of Mathematics, Aristotle University of Thessaloniki, 54006 Thessaloniki, Greece.
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Abstract

We introduce and define for the first time the concept of a non-homogeneous Markov system in a stochastic environment (S-NHMS). The problem of finding the expected population structure in an S-NHMS is studied, and important properties among the basic parameters of the S-NHMS are established. Moreover, we study the problem of maintaining the relative sizes of the states in a stochastic environment applying control in the input process. Among other things, we provide the probability of maintaining any vector of relative state sizes. Also strategies for attaining in an optimal way a desired relative structure are designed, with the use of a given algorithm. Finally, an illustration is provided of the present results in a manpower system.

Keywords

STOCHASTIC POPULATION SYSTEMSMANPOWER SYSTEMSNON-HOMOGENEOUS MARKOV CHAINS

MSC classification

Primary: 90B70: Theory of organizations, manpower planning
Type
Research Papers
Information
Journal of Applied Probability , Volume 30 , Issue 2 , June 1993 , pp. 285 - 301
Copyright
Copyright © Applied Probability Trust 1993 

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