Multistage Stochastic Optimization for Production-Inventory Planning with Intermittent Renewable Energy
A growing number of companies install wind and solar generators in their...
Application of mobile devices within distributed simulation-based decision making
As a consequence of the development of the market with information technology, where...
Cargo dynamic stability in the container loading problem - a physics simulation tool approach
Oliveira Jos Fernando
The container loading problem (CLP) is a real‐world driven,...
Simulation modelling and analysis of a production line
Production lines modelling has many problems that are difficult to be solved using...
Modelling and simulation on temperature and humidity decoupling of indoor environment
An air conditioning system plays an important role in regulating the indoor...
Optimal Dynamic Risk Taking
We analyze a continuous‐time stochastic control problem that arises in the...
An ϵ-Nash Equilibrium with High Probability for Strategic Customers in Heavy Traffic
A multiclass queue with many servers is considered, where customers make a...
Matroids Are Immune to Braess’ Paradox
The famous Braess paradox describes the counterintuitive phenomenon in which, in...
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Dynamic mean‐variance investment model can not be solved by dynamic programming...
A maximum principle for Markov regime-switching forward‐backward stochastic differential games and applications
In this paper, we present an optimal control problem for stochastic differential games...
Random reduction consistency of the Weber set, the core and the anti-core
In this paper we introduce a new consistency condition and provide characterizations...
Optimal double control problem for a PDE model of goodwill dynamics
We propose a new optimal control model of product goodwill in a segmented market where...
Mean‐variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
The efficient modeling of execution price path of an asset to be traded is an...
On an extension of the concept of TU-games and their values
We propose a new more general approach to TU‐games and their efficient values,...
Hedging under generalized good-deal bounds and model uncertainty
We study a notion of good‐deal hedging, that corresponds to good‐deal...
An agent-based modelling approach to build up educational digital games for kindergarten and primary schools
Most of the educational materials, such as the exercises contained in activity books...
Queueing systems with correlated arrival flows and their applications to modeling telecommunication networks
We give a brief survey of literature devoted to studying queueing systems with...
Applying models of imprecise probabilities in the mathematical theory of criteria importance
We show that if preferences can be defined with an additive utility function then...
Equilibrium and control in the biocommunity species composition preservation problem
This paper proposes mathematical models for the biocommunity species composition...
A model of best choice under incomplete information
This paper suggests two approaches to the construction of a two‐player game of...
Linear-quadratic discrete-time dynamic potential games
Discrete‐time game‐theoretic models of resource exploitation are treated...
Coordinating a supply chain with negative effect of retailer’s local promotion on goodwill and reference price
This paper investigates a distribution channel consisting of a manufacturer and a...
Analysis of a GI/M/1 queue in a multi-phase service environment with disasters
In this paper, we study a single server GI/M/1 queue in a multi‐phase service...
Approximation neighborhood evaluation for the design of the logistics support of complex engineering systems
This paper deals with the problem of designing the logistics support of complex...
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