Country: United Kingdom

Found 17295 papers in total
A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models
A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models
1998,
In this paper we study the so-called random coefficient autoregressive models and...
Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
Finite-horizon dynamic optimisation when the terminal reward is a concave functional of the distribution of the final state
1998,
We consider a problem similar in many respects to a finite horizon Markov decision...
Cost comparison of a spectrum of self-organizing rules
Cost comparison of a spectrum of self-organizing rules
1997,
Consider the following self-organizing rule called POS( i ): after a book in the j th...
Sooner waiting time problems in a sequence of trinary trials
Sooner waiting time problems in a sequence of trinary trials
1997,
Let X 1 , X 2 , ... be a (linear or circular) sequence of trials with three possible...
Regularity and reversibility results for birth–death–migration processes
Regularity and reversibility results for birth–death–migration processes
1997,
A spatial process is considered in which two general birth–death processes are...
On the move-to-front scheme with Markov dependent requests
On the move-to-front scheme with Markov dependent requests
1997,
In this paper we consider the operation of the move-to-front scheme where the requests...
The geometric convergence rate of a Lindley random walk
The geometric convergence rate of a Lindley random walk
1997,
Let { X n } be the Lindley random walk on [0,∞) defined by X n =max[ X n-1...
A geometric invariant in weak lumpability of finite Markov chains
A geometric invariant in weak lumpability of finite Markov chains
1997,
We consider weak lumpability of finite homogeneous Markov chains, which is when a...
Approximate upper bounds for the critical probability of oriented percolation in two dimensions based on rapidly mixing Markov chains
Approximate upper bounds for the critical probability of oriented percolation in two dimensions based on rapidly mixing Markov chains
1997,
We develop a technique for establishing statistical tests with precise confidence...
Convergence properties of perturbed Markov chains
Convergence properties of perturbed Markov chains
1998,
In this paper, we consider the question of which convergence properties of Markov...
Evaluating the rationality of fixed-event forecasts
Evaluating the rationality of fixed-event forecasts
1997,
A test of forecast rationality based on the weak efficiency of fixed-event forecasts...
The equations of Markovian random evolution on the line
The equations of Markovian random evolution on the line
1998,
We consider a general model of one-dimensional random evolution with n velocities and...
Organizational pressures on forecast evaluation: managerial, political, and procedural influences
Organizational pressures on forecast evaluation: managerial, political, and procedural influences
1997,
This paper proposes a theory to explain why some forecasting organizations...
Choosing the number of conditioning events in judgemental forecasting
Choosing the number of conditioning events in judgemental forecasting
1997,
One method for judgemental forecasting involves use of decomposition; i.e. estimating...
Power, Ideology and Control
Power, Ideology and Control
1997,
OR at Work: Practical Experiences of Operational Research
OR at Work: Practical Experiences of Operational Research
1997,
Topological optimization of computer network expansion with reliability constraint
Topological optimization of computer network expansion with reliability constraint
1998,
This paper considers an optimization of a computer network expansion with a...
The role of OR in shaping the future: Smart bits, helpful ways and things that matter
The role of OR in shaping the future: Smart bits, helpful ways and things that matter
1997,
This paper attempts to set out a personal view of the future of OR in the UK. Against...
An effective genetic algorithm approach to the quadratic minimum spanning tree problem
An effective genetic algorithm approach to the quadratic minimum spanning tree problem
1998,
In this paper we present a new approach to solve the quadratic minimum spanning tree...
A Mathematical Kaleidoscope: Applications in Industry, Business and Science
A Mathematical Kaleidoscope: Applications in Industry, Business and Science
1997,
Solving a class of two-resource allocation problem by equivalent load method
Solving a class of two-resource allocation problem by equivalent load method
1997,
We present an efficient algorithm for solving a class of two-resource allocation...
The plot thickens: Understanding interaction through the metaphor of drama
The plot thickens: Understanding interaction through the metaphor of drama
1997,
Drama theory provides a framework for the investigation of situations involving...
Solving to optimality the uncapacitated fixed-charge network flow problem
Solving to optimality the uncapacitated fixed-charge network flow problem
1998,
We present the uncapacitated fixed-charge network flow problem and two mathematical...
The cognitive psychology of systems thinking
The cognitive psychology of systems thinking
1997,
This article describes how established research methods in cognitive psychology can be...
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