Keyword: simulation

Found 2961 papers in total
A General Framework for Pricing Asian Options Under Markov Processes
2015,
A general framework is proposed for pricing both continuously and discretely monitored...
Approximation Algorithms for Perishable Inventory Systems
2015,
We develop the first approximation algorithms with worst‐case performance...
Iterative Auction Design for Tree Valuations
2015,
We study a special class of multi‐item valuations (tree valuations) that...
Sequential Selection with Unknown Correlation Structures
2015,
We create the first computationally tractable Bayesian statistical model for learning...
Dynamic Pricing and Learning with Finite Inventories
2015,
We study a dynamic pricing problem with finite inventory and parametric uncertainty on...
Dynamic Trading with Reference Point Adaptation and Loss Aversion
2015,
We formalize the reference point adaptation process by relating it to a way people...
Inventory-Allocation Distribution Models for Postdisaster Humanitarian Logistics with Explicit Consideration of Deprivation Costs
2016,
This paper develops novel mathematical models to maximize the benefits derived from...
Human behavior and the use of experiments to understand the agricultural, resource, and environmental challenges of the XXI century
2016,
The use of laboratory 1 experiments in economics, and their later deployment in the...
Recent weather fluctuations and agricultural yields: implications for climate change
2016,
We summarize recent statistical analyses that link agricultural yields to weather...
A model-based process to improve robustness in Multicriteria Decision Aiding interventions
2016,
A model‐based process is a methodological approach that facilitates...
A Condition-Based Deterioration Model for the Stochastic Dependency of Corrosion Rate and Crack Propagation in Corroded Concrete Structures
2017,
Physics‐based models are intensively studied in mechanical and civil...
Robust Optimal Lane Allocation for Isolated Intersections
2017,
Lane allocation including approach and exit lane numbers and lane markings of approach...
Modal Response-Based Visual System Identification and Model Updating Methods for Building Structures
2017,
This article proposes a new system identification (SI) method using the modal...
Disruption management for vehicle routing problem with time-window changes
2017,
In this paper, based on disruption management method, logistics distribution vehicle...
Container hub port competition and cooperation in Northeast Asia
2017,
In response to the fierce competition in the market of container cargo transportation,...
Modelling and simulation of passive feed direct methanol fuel cell
2017,
In this study, a mathematical model of the passive direct methanol fuel cell...
Optimisation of hybrid power system connected to single directional grid
2017,
This paper proposes development of model and algorithm of hybrid power system...
A bi-objective location inventory model for three-layer supply chain network design considering capacity planning
2017,
This paper aims at bi‐objective optimisation of single product for...
How do different supply chain configuration settings impact on performance trade-offs?
2017,
The notion of 'fit' in the supply chain management (SCM) literature has...
Enhancing the competitive advantages of Vietnamese coffee through the exploration of causal loop modelling in the supply chain
2017,
Coffee supply chain management is the global operational strategy for enhancing the...
Development of an inventory model for two suppliers with random capacity considering supply disruption
2017,
Supply disruption occurs for diverse reasons including transportation problem,...
A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management
2017,
The proposal which we wish to make is a two‐stage stochastic programming model...
Designing a fuzzy approach for modelling the performance evaluation of education service providers
2017,
Faculty performance evaluation is an all‐time controversial issue. Especially,...
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