Keyword: stochastic processes

Found 1442 papers in total
At Home on the Range? Lay Interpretations of Numerical Uncertainty Ranges
At Home on the Range? Lay Interpretations of Numerical Uncertainty Ranges
2015,
Numerical uncertainty ranges are often used to convey the precision of a forecast. In...
Uncertainty Assessment in the Quantification of Risk Rates of Occupational Accidents
Uncertainty Assessment in the Quantification of Risk Rates of Occupational Accidents
2015,
Occupational risk rates per hour of exposure have been quantified for 63 occupational...
A Note on ‘Sourcing Decisions with Stochastic Supplier Reliability and Stochastic Demand’
A Note on ‘Sourcing Decisions with Stochastic Supplier Reliability and Stochastic Demand’
2015,
This note complements the study of Burke, Carillo, and Vakharia ( hereafter...
Two Backorder Compensation Mechanisms in Inventory Systems with Impatient Customers
Two Backorder Compensation Mechanisms in Inventory Systems with Impatient Customers
2015,
We study a compensation mechanism design problem with customer‐choice behavior...
Multi-objective optimization for planning liner shipping service with uncertain port times
Multi-objective optimization for planning liner shipping service with uncertain port times
2015,
This paper considers a joint tactical planning problem for the number of ships, the...
Real-time bus route state forecasting using particle filter and mesoscopic modeling
Real-time bus route state forecasting using particle filter and mesoscopic modeling
2015,
In the absence of system control strategies, it is common to observe bus bunching in...
A batch arrival unreliable server queue with two phases of service and Bernoulli vacation schedule under randomised vacation policy
A batch arrival unreliable server queue with two phases of service and Bernoulli vacation schedule under randomised vacation policy
2016,
This paper deals with an M X /G/1 Bernoulli vacation queue with two phases of...
Using discrete-event simulation and the Taguchi method for optimising the production rate of network failure-prone manufacturing systems with perishable goods
Using discrete-event simulation and the Taguchi method for optimising the production rate of network failure-prone manufacturing systems with perishable goods
2016,
Due to the effect of stochastic factors such as failure of machines on competitive...
A Stochastic Inventory Model With Fast-Ship Commitments
A Stochastic Inventory Model With Fast-Ship Commitments
2016,
We present a multiperiod model of a retail supply chain, consisting of a single...
Mixed H2/H8 control for a class of nonlinear discrete-time networked control systems with random delays and stochastic packet dropouts
Mixed H2/H8 control for a class of nonlinear discrete-time networked control systems with random delays and stochastic packet dropouts
2015,
The paper studies the problem of mixed H 2 /H ∞ control for a class of nonlinear...
Inspecting a Vital Component Needed upon Emergency
Inspecting a Vital Component Needed upon Emergency
2015,
We consider a stochastically failing component that will be needed at a random future...
Elective Patient Admission and Scheduling under Multiple Resource Constraints
Elective Patient Admission and Scheduling under Multiple Resource Constraints
2015,
We consider a patient admission problem to a hospital with multiple resource...
FFT based option pricing under a mean reverting process with stochastic volatility and jumps
FFT based option pricing under a mean reverting process with stochastic volatility and jumps
2011,
Numerous studies present strong empirical evidence that certain financial assets may...
Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
2011,
Recently, numerical solutions of stochastic differential equations have received a...
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
2011,
The subject of this paper is the analytic approximation method for solving stochastic...
Super-efficiency in stochastic data envelopment analysis: An input relaxation approach
Super-efficiency in stochastic data envelopment analysis: An input relaxation approach
2011,
This paper addresses super‐efficiency issue based on input relaxation model in...
An augmented Lagrangian fish swarm based method for global optimization
An augmented Lagrangian fish swarm based method for global optimization
2011,
This paper presents an augmented Lagrangian methodology with a stochastic population...
An algorithmic approach for analysis of finite-source retrial systems with unreliable servers
An algorithmic approach for analysis of finite-source retrial systems with unreliable servers
2011,
This paper aims at presenting an approach for analyzing finite‐source retrial...
Stochastic flow networks via multiple paths under time threshold and budget constraint
Stochastic flow networks via multiple paths under time threshold and budget constraint
2011,
This paper extends the quickest path problem to a stochastic flow network in which the...
A novel coupling model for risk analysis of swell and shrinkage of expansive soils
A novel coupling model for risk analysis of swell and shrinkage of expansive soils
2011,
Risk analysis of swell and shrinkage is essential to properly evaluate engineering...
On a stochastic logistic equation with impulsive perturbations
On a stochastic logistic equation with impulsive perturbations
2012,
A stochastic logistic model with impulsive perturbations is proposed and investigated....
Robust H∞ control for stochastic systems with nonlinearity, uncertainty and time-varying delay
Robust H∞ control for stochastic systems with nonlinearity, uncertainty and time-varying delay
2012,
This paper deals with the problems of robust stochastic stabilization and H ∞...
Sampling error in first order stochastic dominance
Sampling error in first order stochastic dominance
1987,
This study analyzes the standard method of testing for first order stochastic...
Bond returns, discrete stochastic processes, and duration
Bond returns, discrete stochastic processes, and duration
1987,
A particular duration measure may correspond to many different stochastic processes...
Papers per page: