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Keyword: stochastic model
Found
10 papers
in total
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Stochastic models for strategic resource allocation in nonprofit foreclosed housing acquisitions
2014,
Johnson Michael
Increased rates of mortgage foreclosures in the U.S. have had devastating social and...
Confidence Regions for Stochastic Variational Inequalities
2013,
Lu Shu
The sample average approximation (SAA) method is a basic approach for solving...
Exploring or reducing noise?
2013,
Rullire Didier
We consider the problem of the global minimization of a function observed with noise....
JIT delivery with stochastic lead time
2013,
Sun D
We examine the effect of stochastic lead times on Just‐in‐Time (JIT)...
Construction of stochastic simulation metamodels using smoothing splines
2012,
Santos Pedro M Reis dos
Metamodels are an analysis tool that better exposes the input‐output...
A discrete-time Geo[X]/G/1 retrial queue with general retrial time and M-additional options for service
2011,
Senthil Kumar Muthukrishnan
This paper concerns a discrete time Geo [X] /G/1 retrial queue with general retrial...
Minmax regret combinatorial optimization problems: an AlgorithmicPerspective
2011,
Maculan Nelson
Uncertainty in optimization is not a new ingredient. Diverse models considering...
A comparison of simplified value function approaches for treating uncertainty in multi‐criteria decision analysis
2012,
Durbach Ian N
Uncertainty is present in many decisions where an action's consequences are unknown...
Pseudo‐random streams for distributed and parallel stochastic simulations on GP‐GPU
2012,
Passerat-Palmbach J
Random number generation is a key element of stochastic simulations. It has been...
A Stochastic Model for Mortality Rate on Italian Data
2011,
Bertocchi M
A new stochastic model for mortality rate is proposed and analyzed on Italian...
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