Keyword: stochastic processes

Found 1442 papers in total
Modeling the effect of public health resources and alerting on the dynamics of pertussis spread
Modeling the effect of public health resources and alerting on the dynamics of pertussis spread
2016,
We consider the response of a local health department (LHD) to a pertussis outbreak...
Stochastic models of mob control
Stochastic models of mob control
2016,
This paper explores the following model of agents’ threshold behavior. Making...
Clustering-based preconditioning for stochastic programs
Clustering-based preconditioning for stochastic programs
2016,
We present a clustering‐based preconditioning strategy for KKT systems arising...
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming
2016,
This paper presents a comparative computational study of the variance reduction...
Stochastic derivative-free optimization using a trust region framework
Stochastic derivative-free optimization using a trust region framework
2016,
This paper presents a trust region algorithm to minimize a function f when one has...
Stochastic filter methods for generally constrained global optimization
Stochastic filter methods for generally constrained global optimization
2016,
A filter based template for bound and otherwise constrained global optimization of...
Dynamic Programming for Mean-Field Type Control
Dynamic Programming for Mean-Field Type Control
2016,
We investigate a model problem for optimal resource management. The problem is a...
Multi-criteria logistics modeling for military humanitarian assistance and disaster relief aerial delivery operations
Multi-criteria logistics modeling for military humanitarian assistance and disaster relief aerial delivery operations
2016,
Given that it is not always feasible to reach an affected area via land or sea within...
Robustness of Populations in Stochastic Environments
Robustness of Populations in Stochastic Environments
2016,
We consider stochastic versions of OneMax and LeadingOnes and analyze the performance...
Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
2016,
The objective of this paper is to investigate the existence of mild solutions and...
Robust H∞ control for stochastic time-delayed Markovian switching systems under partly known transition rates and actuator saturation via anti-windup design
Robust H∞ control for stochastic time-delayed Markovian switching systems under partly known transition rates and actuator saturation via anti-windup design
2016,
The paper deals with the problem of robust H ∞ control for stochastic...
Almost automorphic solutions for fractional stochastic differential equations and its optimal control
Almost automorphic solutions for fractional stochastic differential equations and its optimal control
2016,
Fractional calculus is the field of mathematical analysis that deals with the...
Optimal harvesting for a stochastic Lotka‐Volterra predator-prey system with jumps and nonselective harvesting hypothesis
Optimal harvesting for a stochastic Lotka‐Volterra predator-prey system with jumps and nonselective harvesting hypothesis
2016,
A stochastic Lotka–Volterra predator–prey system driven by both Brownian...
Bayesian Analysis of a Threshold Stochastic Volatility Model
Bayesian Analysis of a Threshold Stochastic Volatility Model
2016,
This paper proposes a parsimonious threshold stochastic volatility (SV) model for...
Algorithm to solve a chance-constrained network capacity design problem with stochastic demands and finite support
Algorithm to solve a chance-constrained network capacity design problem with stochastic demands and finite support
2016,
We consider the problem of determining the capacity to assign to each arc in a given...
Humanitarian Funding in a Multi-Donor Market with Donation Uncertainty
Humanitarian Funding in a Multi-Donor Market with Donation Uncertainty
2016,
This study analyzes the trade‐off between funding strategies and operational...
Optimal Policy for a Stochastic Scheduling Problem with Applications to Surgical Scheduling
Optimal Policy for a Stochastic Scheduling Problem with Applications to Surgical Scheduling
2016,
We consider the stochastic, single‐machine earliness/tardiness problem (SET),...
Inventory Sharing in the Presence of Commodity Markets
Inventory Sharing in the Presence of Commodity Markets
2016,
This study investigates the value of inventory sharing in the presence of spot and...
Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas
Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas
2016,
Many applications of risk analysis require us to jointly model multiple uncertain...
Equilibrium contract selection strategy in chain-to-chain competition with demand uncertainty
Equilibrium contract selection strategy in chain-to-chain competition with demand uncertainty
2016,
This paper investigates the equilibrium contract selection problem for the dominant...
Stochastic mean absolute deviation model with random transaction costs: securities from the Johannesburg stock market
Stochastic mean absolute deviation model with random transaction costs: securities from the Johannesburg stock market
2016,
We propose a multi‐stage stochastic mean absolute deviation model with random...
Airline Safety Improvement Through Experience with Near-Misses: A Cautionary Tale
Airline Safety Improvement Through Experience with Near-Misses: A Cautionary Tale
2016,
In recent years, the U.S. commercial airline industry has achieved unprecedented...
Doubly Stochastic Sequential Assignment Problem
Doubly Stochastic Sequential Assignment Problem
2016,
This article introduces the Doubly Stochastic Sequential Assignment Problem (DSSAP),...
Deterministic, stochastic and local search algorithms for real-world ATSP instances
Deterministic, stochastic and local search algorithms for real-world ATSP instances
2016,
This paper considers six asymmetric travelling salesman problem instances generated...
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