Keyword: stochastic processes

Found 1442 papers in total
Sensitivity Analysis Using Risk Measures
Sensitivity Analysis Using Risk Measures
2016,
In a quantitative model with uncertain inputs, the uncertainty of the output can be...
Methods to Explore Uncertainty and Bias Introduced by Job Exposure Matrices
Methods to Explore Uncertainty and Bias Introduced by Job Exposure Matrices
2016,
Job exposure matrices (JEMs) are used to measure exposures based on information about...
Adaptive Governance, Uncertainty, and Risk: Policy Framing and Responses to Climate Change, Drought, and Flood
Adaptive Governance, Uncertainty, and Risk: Policy Framing and Responses to Climate Change, Drought, and Flood
2016,
As climate change impacts result in more extreme events (such as droughts and floods),...
Modeling Correlated Discrete Uncertainties in Event Trees with Copulas
Modeling Correlated Discrete Uncertainties in Event Trees with Copulas
2016,
Modeling the dependence between uncertainties in decision and risk analyses is an...
A Protocol for the Global Sensitivity Analysis of Impact Assessment Models in Life Cycle Assessment
A Protocol for the Global Sensitivity Analysis of Impact Assessment Models in Life Cycle Assessment
2016,
The life cycle assessment (LCA) framework has established itself as the leading tool...
Asteroid Risk Assessment: A Probabilistic Approach
Asteroid Risk Assessment: A Probabilistic Approach
2016,
Following the 2013 Chelyabinsk event, the risks posed by asteroids attracted renewed...
Modeling of Salmonella Contamination in the Pig Slaughterhouse
Modeling of Salmonella Contamination in the Pig Slaughterhouse
2016,
In this article we present a model for Salmonella contamination of pig carcasses in...
A Farm Transmission Model for Salmonella in Pigs, Applicable to E.U. Member States
A Farm Transmission Model for Salmonella in Pigs, Applicable to E.U. Member States
2016,
The burden of Salmonella entering pig slaughterhouses across the European Union is...
Stochastic dynamic multi-product pricing with dynamic advertising and adoption effects
Stochastic dynamic multi-product pricing with dynamic advertising and adoption effects
2016,
In this article we analyze stochastic dynamic multi‐product pricing models for...
Development of priority rules for handlings in inland port container terminals with simulation
Development of priority rules for handlings in inland port container terminals with simulation
2016,
A container terminal is a complex system with many subsystems, for example stacking...
Simulation Toolkit for autonomous control in serial production networks of automotive suppliers
Simulation Toolkit for autonomous control in serial production networks of automotive suppliers
2016,
This contribution presents a Simulation Toolkit that is addressed to automotive...
A system dynamic approach to study the behaviour of serial supply chain under uncertain environment
A system dynamic approach to study the behaviour of serial supply chain under uncertain environment
2016,
In order to gain a competitive edge, currently it is being emphasised to improve the...
Supply chain risk analysis with mean-variance models: a technical review
Supply chain risk analysis with mean-variance models: a technical review
2016,
Pioneered by Nobel laureate Harry Markowitz in the 1950s, the mean‐variance...
The implication of time-based payment contract in the decentralized assembly system
The implication of time-based payment contract in the decentralized assembly system
2016,
This paper investigates the impact of two time‐based payment contracts in an...
Simulation optimization: a review of algorithms and applications
Simulation optimization: a review of algorithms and applications
2016,
Simulation optimization (SO) refers to the optimization of an objective function...
Line graph operation and small worlds
Line graph operation and small worlds
2013,
Complex networks, such as small world networks, are the focus of recent interest...
Loss ratio of the EDF scheduling policy with early discarding technique
Loss ratio of the EDF scheduling policy with early discarding technique
2013,
This paper considers a firm real‐time M / M / 1 system, where jobs have...
Stochastic mathematical programs with hybrid equilibrium constraints
Stochastic mathematical programs with hybrid equilibrium constraints
2011,
This paper considers a stochastic mathematical program with hybrid equilibrium...
On stochastic dominance analysis of day-of-the-week return patterns
On stochastic dominance analysis of day-of-the-week return patterns
1989,
Studies show that significant differences exist among return distributions of days of...
The impact of financing sources on multinational projects
The impact of financing sources on multinational projects
1990,
It is shown here that market imperfections, such as corporate taxes, are not a...
Single-factor duration models: canadian tests
Single-factor duration models: canadian tests
1990,
Single‐factor duration models of bond returns are derived from an underlying...
Stochastic dominance and truncated sample data
Stochastic dominance and truncated sample data
1990,
The purpose of this paper is to examine whether the chance of making erroneous...
Dividends, uncertainty, and underwriting costs under asymmetric information
Dividends, uncertainty, and underwriting costs under asymmetric information
1990,
This paper presents a two‐period model in which dividends act as a signal of...
The pricing of futures contracts and the arbitrage pricing theory
The pricing of futures contracts and the arbitrage pricing theory
1990,
When interest rates are stochastic, the cash flows of futures and forward contracts...
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