Yazar "Poladova, A." seçeneğine göre listele

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    A NOVEL STOCHASTIC APPROACH TO BUFFER STOCK PROBLEM
    (Turkic World Mathematical Soc, 2024) Hanalioglu, Z.; Poladova, A.; Gever, B.; Khaniyev, T.
    In this paper, the stochastic fluctuation of buffer stock level at time t is investigated. Therefore, random walk processes X(t) and Y (t) with two specific barriers have been defined to describe the stochastic fluctuation of the product level. Here X(t) equivalent to Y (t) - a and the parameter a specifies half capacity of the buffer stock warehouse. Next, the one-dimensional distribution of the process X(t) has calculated. Moreover, the ergodicity of the process X(t) has been proven and the exact formula for the characteristic function has been found. Then, the weak convergence theorem has been proven for the standardized process W(t) equivalent to X(t)/a, as a -> infinity . Additionally, exact and asymptotic expressions for the ergodic moments of the processes X(t) and Y (t) are obtained.
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    ON THE BOUNDARY FUNCTIONAL OF THE RANDOM WALK WITH TWO BARRIERS RELATED TO OPTIMAL CAPACITY OF THE BUFFER STOCK
    (Baku State Univ, Inst Applied Mathematics, 2018) Hanalioglu, Z.; Gever, B.; Poladova, A.; Khaniyev, T.
    In this study, a boundary functional (N) of the semi-Markovian random walk (X (t)) with two special barriers is considered. The boundary functional N is defined as the first time when the random walk exits from the interval (a). In this study, the boundary functional N has been investigated under the assumption that the jumps of the random walk are expressed by bilateral exponential distributed random variables. There are significant implementations of the boundary functional N in the stock control theory. Especially, it is important to investigate numerical characteristics of the boundary functional N for the finding optimal capacity of buffer stock located between two machines which are working at the same speed. For this reason, the exact expressions for the first three moments of the boundary functional N are obtained by using basic identity for random walk (Feller (1971)). Next, the exact and approximation expressions for the expected value, variance, standard deviation, variation and skewness coefficients of the boundary functional N are derived.