Country: United States

Found 17049 papers in total
Option pricing with a general marked point process
Option pricing with a general marked point process
2001,
This paper examines the impact of a random number of price changes on the options...
The computation of a continuum of constrained equilbria
The computation of a continuum of constrained equilbria
1996,
The equilibria of a model of an exchange economy with price rigidities are called...
A near-optimal solution to a two-dimensional cutting stock problem
A near-optimal solution to a two-dimensional cutting stock problem
2000,
We present an asymptotic fully polynomial approximation scheme for strip-packing, or...
Improved approximation schemes for scheduling unrelated parallel machines
Improved approximation schemes for scheduling unrelated parallel machines
2001,
We consider the problem of scheduling n independent jobs on m unrelated parallel...
A polynomial algorithm for multiprocessor scheduling with two job lengths
A polynomial algorithm for multiprocessor scheduling with two job lengths
2001,
The following multiprocessor scheduling problem was motivated by scheduling...
Conservation laws, extended polymatroids and multiarmed bandit problems: A polyhedral approach to indexable systems
Conservation laws, extended polymatroids and multiarmed bandit problems: A polyhedral approach to indexable systems
1996,
We show that if performance measures in stochastic and dynamic scheduling problems...
Vector summation in Banach space and polynomial algorithms for flow shops and open shops
Vector summation in Banach space and polynomial algorithms for flow shops and open shops
1995,
We consider the flow shop and the open shop problems with m machines and n jobs; M is...
Scheduling policies, batch sizes, and manufacturing lead times
Scheduling policies, batch sizes, and manufacturing lead times
1997,
In this paper we examine the impact of scheduling policies on batch sizing decisions...
An adaptable problem-space-based search method for flexible flow line scheduling
An adaptable problem-space-based search method for flexible flow line scheduling
1997,
Problem-space-based neighbourhoods have been recently suggested in the literature for...
Complexity of the Economic Lot Schedule Problem with general cyclic schedules
Complexity of the Economic Lot Schedule Problem with general cyclic schedules
1997,
We show that the Economic Lot Schedule Problem is NP-hard in the strong sense under...
Calibration with many checking rules
Calibration with many checking rules
2003,
Each period an outcome (out of finitely many possibilities) is observed. For...
Discounted optimal stopping problems for the maximum process
Discounted optimal stopping problems for the maximum process
2000,
The maximality principle is shown to be valid in some examples of discounted optimal...
Asymptotic distribution for the sum and maximum of Gaussian processes
Asymptotic distribution for the sum and maximum of Gaussian processes
2000,
Previous work on the joint asymptotic distribution of the sum and maximum of Gaussian...
A general shock model for a reliability system
A general shock model for a reliability system
2000,
We study a reliability system subject to shocks generated by a renewal point process....
An insensitivity property of Lundberg's estimate for delayed claims
An insensitivity property of Lundberg's estimate for delayed claims
2000,
This short note shows that the Lundberg exponential upper bound in the ruin problem of...
Poisson approximations for conditional r-scan lengths of multiple renewal processes and application to marker arrays in biomolecular sequences
Poisson approximations for conditional r-scan lengths of multiple renewal processes and application to marker arrays in biomolecular sequences
2000,
This study is motivated by problems of molecular sequence comparison for multiple...
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
Filtering equations for the conditional law of residual lifetimes from a heterogeneous population
2000,
We consider a probabilistic model of a heterogeneous population 𝒫 subdivided into...
Weakly approaching sequences of random distributions
Weakly approaching sequences of random distributions
2000,
We introduce the notion of weakly approaching sequences of distributions, which is a...
A best-choice problem with multiple selectors
A best-choice problem with multiple selectors
2000,
Consider a situation where a known number, n , of objects appear sequentially in a...
Convergence to stationarity in the Moran model
Convergence to stationarity in the Moran model
2000,
Consider a population of fixed size consisting of N haploid individuals. Assume that...
Estimation of limiting availability for a stationary bivariate process
Estimation of limiting availability for a stationary bivariate process
2000,
We estimate the limiting availability of a system when the operating and repair times...
Dynamics of large uncontrolled loss networks
Dynamics of large uncontrolled loss networks
2000,
This paper studies the connection between the dynamical and equilibrium behaviour of...
Ornstein–Uhlenbeck type processes and branching processes with immigration
Ornstein–Uhlenbeck type processes and branching processes with immigration
2000,
It is shown that an Ornstein–Uhlenbeck type process associated with a spectrally...
An unexpected connection between branching processes and optimal stopping
An unexpected connection between branching processes and optimal stopping
2000,
A curious connection exists between the theory of optimal stopping for independent...
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